+335.2%
AEIS vs COO
+41.1%
+294.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.4% |
| 7D | +11.5% | +0.5% | +11.0% | +11.3% |
| 30D | -15.8% | +14.2% | -29.9% | -23.1% |
| 3M | -33.3% | -18.2% | -15.1% | -26.7% |
| 6M | -35.2% | +5.3% | -40.5% | -40.7% |
| YTD | +5.0% | -23.6% | +28.6% | +18.5% |
| 1Y | +8.5% | -12.7% | +21.2% | +11.8% |
| 3Y | +152.9% | -24.2% | +177.1% | +168.5% |
| 5Y | +144.6% | -40.0% | +184.6% | +201.8% |
| All | +335.2% | +41.1% | +294.1% | +217.0% |
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 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