+167.3%
REPL vs AEE
+12.4%
+154.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +12.7% | +3.0% | +9.7% | +12.7% |
| 30D | +73.5% | +11.2% | +62.2% | +73.1% |
| 3M | +70.3% | +7.0% | +63.3% | +70.4% |
| 6M | +472.0% | +5.7% | +466.3% | +481.3% |
| YTD | +139.5% | +16.2% | +123.3% | +160.0% |
| 1Y | +167.3% | +12.0% | +155.2% | +199.7% |
| All | +167.3% | +12.4% | +154.9% | +199.7% |
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