-33.0%
REPL vs AEE
+58.9%
-91.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +1.9% | +2.6% |
| 7D | +14.2% | +2.3% | +11.9% | +13.4% |
| 30D | +65.9% | +11.6% | +54.3% | +60.1% |
| 3M | +84.6% | +5.5% | +79.1% | +81.3% |
| 6M | +446.9% | +6.0% | +440.9% | +433.7% |
| YTD | +129.0% | +16.6% | +112.4% | +118.2% |
| 1Y | +167.9% | +12.1% | +155.8% | +159.0% |
| 3Y | +93.9% | +64.2% | +29.7% | +51.5% |
| 5Y | -33.0% | +59.1% | -92.1% | -45.7% |
| All | -33.0% | +58.9% | -91.9% | -45.7% |
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 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