+14.1%
AEE vs COO
-7.7%
+21.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.8% |
| 7D | +4.7% | +8.4% | -3.7% | +3.7% |
| 30D | +13.4% | +13.5% | -0.1% | +11.9% |
| 3M | +4.1% | -13.8% | +17.8% | +5.7% |
| 6M | +2.0% | +4.7% | -2.7% | +1.4% |
| YTD | +15.6% | -21.4% | +37.0% | +15.7% |
| 1Y | +14.1% | -6.7% | +20.9% | +9.6% |
| All | +14.1% | -7.7% | +21.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling