+43.7%
REPL vs AEE
+133.0%
-89.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.3% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +66.6% | +9.7% | +56.9% | +60.4% |
| 3M | +59.6% | +5.8% | +53.8% | +55.8% |
| 6M | +482.4% | +4.5% | +477.9% | +467.7% |
| YTD | +124.1% | +15.8% | +108.2% | +111.0% |
| 1Y | +138.6% | +10.8% | +127.8% | +128.9% |
| 3Y | +96.0% | +62.8% | +33.2% | +52.3% |
| 5Y | -35.4% | +56.1% | -91.5% | -49.4% |
| All | +43.7% | +133.0% | -89.4% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling