+99.3%
AEP vs ACI
+25.9%
+73.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | -0.8% | +5.9% | -6.7% | -1.4% |
| 3M | -1.8% | -19.8% | +17.9% | 0.0% |
| 6M | -5.4% | -24.7% | +19.4% | -3.1% |
| YTD | +10.4% | -24.4% | +34.8% | +13.0% |
| 1Y | +18.2% | -31.5% | +49.6% | +22.0% |
| 3Y | +79.0% | -38.7% | +117.6% | +86.7% |
| 5Y | +64.8% | -42.8% | +107.6% | +70.6% |
| All | +99.3% | +25.9% | +73.4% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling