+50.2%
ACN vs AEP
+0.2%
+50.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -5.7% | +2.5% | -8.2% | -6.0% |
| 30D | +17.0% | +3.4% | +13.7% | +16.5% |
| 3M | +39.9% | +4.2% | +35.7% | +38.1% |
| 6M | +50.2% | -0.8% | +51.0% | +47.6% |
| All | +50.2% | +0.2% | +50.0% | +47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling