+146.5%
AEP vs REPL
+36.1%
+110.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.2% |
| 7D | +0.7% | +5.3% | -4.5% | +0.6% |
| 30D | +4.8% | +66.6% | -61.8% | +3.9% |
| 3M | +5.4% | +59.6% | -54.2% | +4.5% |
| 6M | +0.4% | +482.4% | -482.0% | -4.1% |
| YTD | +15.5% | +124.1% | -108.6% | +11.1% |
| 1Y | +8.5% | +138.6% | -130.0% | +4.2% |
| 3Y | +84.6% | +96.0% | -11.4% | +65.4% |
| 5Y | +86.9% | -35.4% | +122.3% | +73.3% |
| All | +146.5% | +36.1% | +110.3% | +109.1% |
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