+86.9%
AEP vs ACI
-41.8%
+128.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.2% |
| 7D | +0.7% | -5.3% | +6.1% | +1.4% |
| 30D | +4.8% | +5.0% | -0.2% | +4.1% |
| 3M | +5.4% | +7.5% | -2.2% | +4.2% |
| 6M | +0.4% | -16.0% | +16.4% | +2.2% |
| YTD | +15.5% | -20.6% | +36.1% | +18.4% |
| 1Y | +8.5% | -23.5% | +32.1% | +12.0% |
| 3Y | +84.6% | -32.1% | +116.7% | +93.3% |
| 5Y | +86.9% | -42.5% | +129.4% | +95.9% |
| All | +86.9% | -41.8% | +128.7% | +95.9% |
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 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