+890.0%
AEE vs COO
+1,175.1%
-285.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.6% |
| 7D | +2.3% | +4.3% | -2.0% | +1.7% |
| 30D | +11.6% | +17.6% | -6.0% | +8.8% |
| 3M | +5.5% | -13.9% | +19.4% | +7.6% |
| 6M | +6.0% | +6.6% | -0.5% | +4.5% |
| YTD | +16.6% | -22.0% | +38.6% | +20.3% |
| 1Y | +12.1% | -8.8% | +20.9% | +12.8% |
| 3Y | +64.2% | -21.5% | +85.7% | +66.9% |
| 5Y | +59.1% | -41.0% | +100.1% | +67.5% |
| 10Y | +210.2% | +40.9% | +169.3% | +188.2% |
| All | +890.0% | +1,175.1% | -285.2% | +581.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling