+87.4%
AEIS vs COO
+4.1%
+83.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | -14.6% | -7.0% | -7.6% | -13.9% |
| 3M | -12.4% | +12.2% | -24.6% | -17.5% |
| 6M | -15.0% | -15.1% | +0.2% | -6.4% |
| YTD | +34.3% | -15.1% | +49.4% | +47.9% |
| 1Y | +87.4% | +2.3% | +85.0% | +87.0% |
| All | +87.4% | +4.1% | +83.2% | +87.0% |
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