+86.8%
ACN vs AEP
+175.2%
-88.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -7.9% | -1.0% | -6.9% | -7.6% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +5.6% | -3.2% | +8.8% | +6.5% |
| 6M | -9.9% | -5.3% | -4.7% | -8.8% |
| YTD | -32.3% | +9.5% | -41.9% | -35.3% |
| 1Y | -25.3% | +17.5% | -42.8% | -30.8% |
| 3Y | -42.3% | +77.0% | -119.2% | -55.7% |
| 5Y | -43.5% | +66.4% | -109.9% | -55.8% |
| All | +86.8% | +175.2% | -88.4% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling