+554.7%
AEIS vs COO
+36.7%
+517.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | +2.6% |
| 7D | +6.5% | -9.0% | +15.4% | +12.3% |
| 30D | -9.2% | -16.8% | +7.6% | +0.9% |
| 3M | -8.3% | -7.5% | -0.9% | -5.9% |
| 6M | -6.3% | -16.3% | +9.9% | +1.6% |
| YTD | +36.5% | -22.5% | +59.0% | +55.9% |
| 1Y | +84.8% | -7.0% | +91.8% | +86.0% |
| 3Y | +176.6% | -27.5% | +204.0% | +209.0% |
| 5Y | +237.1% | -43.3% | +280.4% | +342.4% |
| 10Y | +554.7% | +37.6% | +517.1% | +400.9% |
| All | +554.7% | +36.7% | +517.9% | +400.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling