+8.6%
AEIS vs COO
-7.7%
+16.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.9% | -17.0% | -10.9% |
| 7D | -12.7% | +8.4% | -21.1% | -12.5% |
| 30D | -28.8% | +13.5% | -42.3% | -29.0% |
| 3M | -38.0% | -13.8% | -24.3% | -36.9% |
| 6M | -45.3% | +4.7% | -50.0% | -47.7% |
| YTD | +1.1% | -21.4% | +22.5% | +14.9% |
| 1Y | +8.6% | -6.7% | +15.4% | +15.5% |
| All | +8.6% | -7.7% | +16.3% | +15.5% |
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