+228.3%
AME vs REPL
+35.1%
+193.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.4% | +2.3% |
| 7D | -5.2% | +22.8% | -27.9% | -5.8% |
| 30D | -8.0% | +63.8% | -71.8% | -9.7% |
| 3M | -8.9% | +68.1% | -77.0% | -10.7% |
| 6M | -5.0% | +528.5% | -533.5% | -13.9% |
| YTD | +11.9% | +122.4% | -110.5% | +3.1% |
| 1Y | +16.6% | +154.4% | -137.7% | +6.8% |
| 3Y | +62.5% | +68.0% | -5.5% | +31.9% |
| 5Y | +67.6% | -35.4% | +103.0% | +46.0% |
| All | +228.3% | +35.1% | +193.2% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling