-25.1%
REPL vs AEE
+48.6%
-73.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -5.7% | +0.6% | -6.3% | -5.9% |
| 30D | +22.5% | -1.9% | +24.4% | +23.1% |
| 3M | +64.7% | +0.3% | +64.3% | +64.6% |
| 6M | +83.0% | -3.0% | +86.0% | +86.7% |
| YTD | +52.0% | +8.4% | +43.6% | +49.0% |
| 1Y | +144.5% | +9.8% | +134.8% | +139.0% |
| 3Y | -25.1% | +47.4% | -72.5% | -44.2% |
| All | -25.1% | +48.6% | -73.7% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling