-15.9%
ACN vs AEP
+85.5%
-101.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | +2.9% | -6.7% | -3.8% |
| 30D | +16.5% | +3.2% | +13.3% | +16.6% |
| 3M | +41.5% | +3.8% | +37.6% | +41.4% |
| 6M | +60.1% | +2.5% | +57.6% | +60.0% |
| YTD | -3.9% | +15.5% | -19.4% | -4.5% |
| 1Y | +4.1% | +9.6% | -5.5% | +3.7% |
| 3Y | -15.9% | +91.2% | -107.0% | -20.6% |
| All | -15.9% | +85.5% | -101.4% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling