+77.9%
AEP vs ACM
-12.3%
+90.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.8% | +5.4% | -8.2% | -2.9% |
| 30D | +3.6% | +15.1% | -11.5% | +3.4% |
| 3M | +1.8% | -10.5% | +12.2% | +1.8% |
| 6M | -3.1% | -19.7% | +16.6% | -2.9% |
| YTD | +12.2% | -28.8% | +41.1% | +12.4% |
| 1Y | +9.1% | -47.9% | +57.0% | +11.4% |
| 3Y | +77.9% | -12.4% | +90.3% | +63.8% |
| All | +77.9% | -12.3% | +90.2% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling