+216.4%
AEE vs COO
+40.2%
+176.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | +9.7% | +13.3% | -3.6% | +6.1% |
| 3M | +5.8% | -18.1% | +23.9% | +11.0% |
| 6M | +4.5% | +6.7% | -2.2% | +1.6% |
| YTD | +15.8% | -23.2% | +39.0% | +22.9% |
| 1Y | +10.8% | -12.3% | +23.0% | +13.0% |
| 3Y | +62.8% | -23.6% | +86.3% | +67.3% |
| 5Y | +56.1% | -38.7% | +94.8% | +69.0% |
| 10Y | +216.4% | +42.2% | +174.2% | +172.2% |
| All | +216.4% | +40.2% | +176.3% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling