-4.7%
REPL vs AEE
+118.6%
-123.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.0% |
| 7D | -9.6% | +1.1% | -10.6% | -10.0% |
| 30D | +5.7% | 0.0% | +5.7% | +5.7% |
| 3M | +56.4% | -0.9% | +57.3% | +56.6% |
| 6M | +67.4% | -2.4% | +69.8% | +69.7% |
| YTD | +48.7% | +8.6% | +40.0% | +43.7% |
| 1Y | +148.3% | +10.2% | +138.1% | +139.0% |
| 3Y | -26.7% | +47.8% | -74.5% | -40.7% |
| 5Y | -54.1% | +40.1% | -94.2% | -62.5% |
| All | -4.7% | +118.6% | -123.3% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling