+117.0%
AA vs COPX
+583.8%
-466.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.4% | -2.3% | -1.1% | -1.3% |
| 30D | -5.8% | +0.3% | -6.0% | -6.5% |
| 3M | -29.9% | +6.8% | -36.7% | -35.6% |
| 6M | -27.0% | +7.9% | -35.0% | -35.8% |
| YTD | -8.7% | +23.7% | -32.4% | -32.1% |
| 1Y | +50.6% | +71.5% | -20.9% | -20.6% |
| 3Y | +74.1% | +149.1% | -75.0% | -38.7% |
| 5Y | +2.6% | +167.3% | -164.7% | -64.9% |
| All | +117.0% | +583.8% | -466.8% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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