+79.8%
AEP vs ACI
-43.5%
+123.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.9% |
| 7D | +2.0% | -2.6% | +4.6% | +2.1% |
| 30D | +0.5% | +1.1% | -0.6% | +0.4% |
| 3M | -0.3% | -23.6% | +23.3% | +1.7% |
| 6M | -3.5% | -29.9% | +26.5% | -0.6% |
| YTD | +11.3% | -26.9% | +38.1% | +13.9% |
| 1Y | +20.2% | -34.2% | +54.5% | +24.3% |
| 3Y | +79.8% | -43.6% | +123.4% | +98.0% |
| All | +79.8% | -43.5% | +123.2% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling