+186.6%
AEE vs COO
+17.5%
+169.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.7% | +13.4% | +2.7% |
| 7D | -0.7% | -23.3% | +22.6% | +6.2% |
| 30D | -2.0% | -29.5% | +27.5% | +7.2% |
| 3M | -2.8% | -20.0% | +17.1% | +2.4% |
| 6M | -3.6% | -27.2% | +23.6% | +4.1% |
| YTD | +7.3% | -33.9% | +41.2% | +18.8% |
| 1Y | +8.7% | -19.9% | +28.6% | +13.4% |
| 3Y | +46.0% | -38.1% | +84.1% | +59.6% |
| 5Y | +39.8% | -52.0% | +91.8% | +63.0% |
| All | +186.6% | +17.5% | +169.1% | +149.6% |
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 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