+194.6%
AEP vs ACWI
+226.8%
-32.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.3% |
| 7D | -1.5% | +0.3% | -1.9% | -1.7% |
| 30D | +4.5% | -2.8% | +7.3% | +5.7% |
| 3M | +2.8% | -3.2% | +6.0% | +4.1% |
| 6M | -0.7% | +1.3% | -1.9% | -1.6% |
| YTD | +13.8% | +11.2% | +2.6% | +8.0% |
| 1Y | +9.0% | +13.8% | -4.8% | +2.2% |
| 3Y | +83.0% | +76.2% | +6.8% | +36.8% |
| 5Y | +83.3% | +59.5% | +23.8% | +42.3% |
| 10Y | +194.6% | +222.2% | -27.6% | +44.7% |
| All | +194.6% | +226.8% | -32.3% | +44.7% |
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