+246.1%
AME vs REPL
+37.4%
+208.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.5% |
| 7D | +8.1% | +9.8% | -1.7% | +7.7% |
| 30D | -3.8% | +81.5% | -85.3% | -5.8% |
| 3M | -6.6% | +44.2% | -50.9% | -8.0% |
| 6M | +4.6% | +437.4% | -432.8% | -4.5% |
| YTD | +17.9% | +126.1% | -108.2% | +8.6% |
| 1Y | +23.2% | +143.1% | -119.9% | +13.1% |
| 3Y | +62.9% | +97.8% | -34.9% | +30.3% |
| 5Y | +77.5% | -34.3% | +111.8% | +54.5% |
| All | +246.1% | +37.4% | +208.7% | +136.9% |
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