+442.0%
AEP vs ACM
+230.8%
+211.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.8% | -3.7% | +5.5% | +2.5% |
| 30D | -0.8% | -11.1% | +10.3% | +1.0% |
| 3M | -1.8% | -8.0% | +6.2% | -0.8% |
| 6M | -5.4% | -29.7% | +24.3% | +0.1% |
| YTD | +10.4% | -29.4% | +39.8% | +16.2% |
| 1Y | +18.2% | -46.4% | +64.6% | +30.5% |
| 3Y | +79.0% | -22.3% | +101.3% | +82.1% |
| 5Y | +64.8% | +4.5% | +60.4% | +57.0% |
| 10Y | +170.8% | +127.6% | +43.2% | +110.4% |
| All | +442.0% | +230.8% | +211.3% | +220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling