+167.5%
AEP vs ACWI
+226.7%
-59.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | -0.8% | +0.9% | -1.7% | -1.2% |
| 3M | -1.8% | +2.4% | -4.2% | -3.0% |
| 6M | -5.4% | +12.4% | -17.7% | -10.5% |
| YTD | +10.4% | +15.2% | -4.7% | +3.2% |
| 1Y | +18.2% | +22.7% | -4.6% | +7.1% |
| 3Y | +79.0% | +75.8% | +3.2% | +34.1% |
| 5Y | +64.8% | +67.7% | -2.9% | +24.8% |
| All | +167.5% | +226.7% | -59.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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