+97.7%
AEP vs ACI
+17.4%
+80.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.0% | -7.1% | +6.1% | -0.3% |
| 30D | -0.1% | -4.5% | +4.4% | +0.3% |
| 3M | -3.2% | -22.3% | +19.1% | -1.2% |
| 6M | -5.3% | -28.4% | +23.1% | -2.6% |
| YTD | +9.5% | -29.5% | +39.0% | +12.8% |
| 1Y | +17.5% | -34.2% | +51.7% | +21.8% |
| 3Y | +77.0% | -45.7% | +122.6% | +86.9% |
| 5Y | +66.4% | -40.8% | +107.2% | +72.8% |
| All | +97.7% | +17.4% | +80.3% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling