+11.1%
AEE vs COO
-10.8%
+21.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +3.0% | +4.5% | -1.5% | +2.5% |
| 30D | +11.2% | +16.9% | -5.7% | +9.6% |
| 3M | +7.0% | -16.7% | +23.7% | +9.1% |
| 6M | +5.7% | +5.9% | -0.2% | +5.1% |
| YTD | +16.2% | -22.4% | +38.7% | +16.0% |
| All | +11.1% | -10.8% | +21.9% | +9.5% |
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