-41.9%
ACN vs AEP
+80.6%
-122.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.1% |
| 7D | -4.8% | +2.0% | -6.8% | -4.8% |
| 30D | +1.9% | +0.5% | +1.4% | +1.9% |
| 3M | +3.9% | -0.3% | +4.2% | +3.9% |
| 6M | -15.0% | -3.5% | -11.5% | -15.0% |
| YTD | -31.9% | +11.3% | -43.2% | -32.7% |
| 1Y | -28.5% | +20.2% | -48.7% | -30.3% |
| 3Y | -41.9% | +79.8% | -121.7% | -48.2% |
| All | -41.9% | +80.6% | -122.5% | -48.2% |
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