+136.0%
AEP vs REPL
-9.7%
+145.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | +0.9% | -9.6% | +10.5% | +1.0% |
| 30D | +1.5% | +5.7% | -4.2% | +1.4% |
| 3M | -1.7% | +56.4% | -58.1% | -3.1% |
| 6M | -4.0% | +67.4% | -71.5% | -7.2% |
| YTD | +10.6% | +48.7% | -38.1% | +7.2% |
| 1Y | +18.6% | +148.3% | -129.7% | +11.9% |
| 3Y | +78.7% | -26.7% | +105.4% | +65.4% |
| 5Y | +65.1% | -54.1% | +119.2% | +53.6% |
| All | +136.0% | -9.7% | +145.7% | +101.6% |
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