+1,180.3%
AU vs REPL
+36.8%
+1,143.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -7.2% | +1.2% | -8.5% | -7.2% |
| 30D | -2.9% | +92.2% | -95.1% | -4.0% |
| 3M | -8.7% | +44.1% | -52.8% | -9.3% |
| 6M | -14.1% | +313.0% | -327.2% | -17.5% |
| YTD | +4.8% | +125.2% | -120.4% | +0.6% |
| 1Y | +11.9% | +143.8% | -131.9% | +7.1% |
| 3Y | +513.8% | +104.2% | +409.6% | +450.9% |
| 5Y | +379.3% | -34.5% | +413.8% | +343.9% |
| All | +1,180.3% | +36.8% | +1,143.5% | +1,015.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling