Wrong visualization of cumulative returns for beta sorts

[voigtstefan]

The signs are switched when plotting cumulative returns for beta sorts in the chapter "Univariate Portfolio Sorts"

R Version ggplot(aes(x = year, y = 1-value, fill = name)) + geom_col(position = "dodge") + facet_wrap(~name, ncol = 1)

Python Version

.aggregate( low=("low", lambda x: 1-(1+x).prod()), high=("high", lambda x: 1-(1+x).prod()), long_short=("long_short", lambda x: 1-(1+x).prod())

[voigtstefan]

Fixed with commit 23d379f