-44.0%
ACN vs AEP
+64.9%
-108.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -1.4% | +1.5% | -2.9% | -1.7% |
| 3M | +2.6% | -1.7% | +4.2% | +2.8% |
| 6M | -14.3% | -4.0% | -10.3% | -13.8% |
| YTD | -33.1% | +10.6% | -43.7% | -35.4% |
| 1Y | -28.8% | +18.6% | -47.4% | -32.9% |
| 3Y | -43.0% | +78.7% | -121.6% | -54.5% |
| 5Y | -44.0% | +65.1% | -109.1% | -53.6% |
| All | -44.0% | +64.9% | -108.9% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling