+215.0%
AEE vs COO
+41.1%
+173.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +1.7% | +0.5% | +1.2% | +1.6% |
| 30D | +9.7% | +14.2% | -4.4% | +5.9% |
| 3M | +5.9% | -18.2% | +24.1% | +11.2% |
| 6M | +6.7% | +5.3% | +1.4% | +4.1% |
| YTD | +17.4% | -23.6% | +40.9% | +24.7% |
| 1Y | +12.7% | -12.7% | +25.3% | +15.1% |
| 3Y | +68.2% | -24.2% | +92.4% | +73.4% |
| 5Y | +57.3% | -40.0% | +97.3% | +71.6% |
| All | +215.0% | +41.1% | +173.9% | +157.7% |
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