+130.7%
REPL vs AEE
+13.9%
+116.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.2% |
| 7D | +28.8% | +4.7% | +24.1% | +28.9% |
| 30D | +57.3% | +13.4% | +43.9% | +57.2% |
| 3M | +73.6% | +4.1% | +69.5% | +74.0% |
| 6M | +582.8% | +2.0% | +580.8% | +611.1% |
| YTD | +112.9% | +15.6% | +97.2% | +132.4% |
| 1Y | +130.7% | +14.1% | +116.5% | +153.0% |
| All | +130.7% | +13.9% | +116.8% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling