+143.9%
AEP vs REPL
+45.5%
+98.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | -0.8% | +12.7% | -13.5% | -1.0% |
| 30D | +4.9% | +73.5% | -68.6% | +3.9% |
| 3M | +4.9% | +70.3% | -65.4% | +3.9% |
| 6M | -0.3% | +472.0% | -472.3% | -4.6% |
| YTD | +14.3% | +139.5% | -125.2% | +9.8% |
| 1Y | +7.5% | +167.3% | -159.8% | +3.0% |
| 3Y | +82.6% | +109.5% | -26.9% | +63.4% |
| 5Y | +81.5% | -29.9% | +111.4% | +68.0% |
| All | +143.9% | +45.5% | +98.4% | +106.7% |
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