+18.2%
AEP vs ACI
-32.3%
+50.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | -0.8% | +5.9% | -6.7% | -1.0% |
| 3M | -1.8% | -19.8% | +17.9% | -0.4% |
| 6M | -5.4% | -24.7% | +19.4% | -3.5% |
| YTD | +10.4% | -24.4% | +34.8% | +12.5% |
| 1Y | +18.2% | -31.5% | +49.6% | +20.2% |
| All | +18.2% | -32.3% | +50.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling