+135.7%
AEP vs REPL
-6.0%
+141.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | -0.1% |
| 7D | +1.8% | -3.0% | +4.8% | +1.8% |
| 30D | -0.8% | +27.1% | -27.9% | -1.2% |
| 3M | -1.8% | +52.4% | -54.2% | -3.2% |
| 6M | -5.4% | +107.4% | -112.8% | -8.9% |
| YTD | +10.4% | +54.7% | -44.3% | +6.9% |
| 1Y | +18.2% | +158.9% | -140.7% | +11.4% |
| 3Y | +79.0% | -23.7% | +102.7% | +65.5% |
| 5Y | +64.8% | -54.3% | +119.2% | +53.6% |
| All | +135.7% | -6.0% | +141.7% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling