+86.2%
AEP vs ACWI
+58.7%
+27.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.9% | +2.4% | +0.4% | +2.1% |
| 30D | +3.2% | -1.7% | +4.9% | +3.7% |
| 3M | +3.8% | -3.9% | +7.7% | +5.0% |
| 6M | +2.5% | +0.8% | +1.7% | +2.0% |
| YTD | +15.5% | +11.0% | +4.4% | +11.1% |
| 1Y | +9.6% | +13.1% | -3.5% | +4.7% |
| 3Y | +91.2% | +73.9% | +17.3% | +50.1% |
| All | +86.2% | +58.7% | +27.5% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling