+65.6%
AEP vs ACI
-44.9%
+110.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.1% |
| 7D | +2.0% | -2.6% | +4.6% | +2.3% |
| 30D | +0.5% | +1.1% | -0.6% | +0.3% |
| 3M | -0.3% | -23.6% | +23.3% | +2.8% |
| 6M | -3.5% | -29.9% | +26.5% | +0.7% |
| YTD | +11.3% | -26.9% | +38.1% | +15.2% |
| 1Y | +20.2% | -34.2% | +54.5% | +26.3% |
| 3Y | +79.8% | -43.6% | +123.4% | +93.3% |
| 5Y | +65.6% | -42.4% | +108.0% | +72.8% |
| All | +65.6% | -44.9% | +110.5% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling