+203.2%
AEP vs ACM
+133.7%
+69.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -0.8% | +6.6% | -7.4% | -1.7% |
| 30D | +4.9% | +19.8% | -14.9% | +2.2% |
| 3M | +4.9% | -3.1% | +8.0% | +5.0% |
| 6M | -0.3% | -11.5% | +11.2% | +0.9% |
| YTD | +14.3% | -24.7% | +39.0% | +17.9% |
| 1Y | +7.5% | -45.1% | +52.6% | +16.6% |
| 3Y | +82.6% | -8.9% | +91.5% | +79.5% |
| 5Y | +81.5% | +5.4% | +76.1% | +72.8% |
| 10Y | +203.2% | +131.1% | +72.1% | +157.9% |
| All | +203.2% | +133.7% | +69.5% | +157.9% |
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