+83.0%
AEP vs REPL
+91.4%
-8.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.5% | +1.4% |
| 7D | -1.5% | +14.2% | -15.7% | -1.6% |
| 30D | +4.5% | +65.9% | -61.4% | +4.3% |
| 3M | +2.8% | +84.6% | -81.7% | +2.6% |
| 6M | -0.7% | +446.9% | -447.6% | -1.7% |
| YTD | +13.8% | +129.0% | -115.2% | +12.9% |
| 1Y | +9.0% | +167.9% | -158.9% | +7.8% |
| 3Y | +83.0% | +93.9% | -10.9% | +74.3% |
| All | +83.0% | +91.4% | -8.4% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling