-52.9%
REPL vs AEE
+43.4%
-96.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.1% |
| 7D | -5.7% | +1.3% | -7.1% | -6.1% |
| 30D | +22.5% | -1.2% | +23.7% | +22.8% |
| 3M | +64.7% | +1.0% | +63.6% | +64.0% |
| 6M | +83.0% | -2.3% | +85.3% | +85.6% |
| YTD | +52.0% | +9.1% | +42.8% | +48.0% |
| 1Y | +144.5% | +10.6% | +134.0% | +137.4% |
| 3Y | -25.1% | +48.5% | -73.6% | -39.0% |
| 5Y | -52.9% | +39.9% | -92.7% | -61.0% |
| All | -52.9% | +43.4% | -96.3% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling