+39.9%
AEE vs COO
-39.5%
+79.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.5% |
| 7D | +1.3% | -2.3% | +3.6% | +1.8% |
| 30D | -1.2% | -8.8% | +7.6% | +0.5% |
| 3M | +1.0% | +1.3% | -0.3% | +0.5% |
| 6M | -2.3% | -11.6% | +9.3% | -0.2% |
| YTD | +9.1% | -17.4% | +26.5% | +12.9% |
| 1Y | +10.6% | -1.6% | +12.2% | +9.8% |
| 3Y | +48.5% | -22.6% | +71.1% | +52.1% |
| 5Y | +39.9% | -40.3% | +80.2% | +44.2% |
| All | +39.9% | -39.5% | +79.3% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling