+177.7%
AEP vs ACM
+124.8%
+53.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | +0.9% | -3.7% | +4.6% | +1.4% |
| 30D | +1.5% | -12.7% | +14.2% | +3.2% |
| 3M | -1.7% | -9.8% | +8.1% | -0.6% |
| 6M | -4.0% | -31.4% | +27.4% | +0.6% |
| YTD | +10.6% | -32.1% | +42.7% | +15.6% |
| 1Y | +18.6% | -47.8% | +66.4% | +29.0% |
| 3Y | +78.7% | -22.1% | +100.8% | +79.9% |
| 5Y | +65.1% | +1.8% | +63.3% | +58.1% |
| 10Y | +177.7% | +132.5% | +45.2% | +143.8% |
| All | +177.7% | +124.8% | +53.0% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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