+84.8%
AEIS vs COO
-7.1%
+91.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | -0.3% |
| 7D | +6.5% | -9.0% | +15.4% | +7.7% |
| 30D | -9.2% | -16.8% | +7.6% | -7.1% |
| 3M | -8.3% | -7.5% | -0.9% | -8.8% |
| 6M | -6.3% | -16.3% | +9.9% | 0.0% |
| YTD | +36.5% | -22.5% | +59.0% | +52.1% |
| 1Y | +84.8% | -7.0% | +91.8% | +87.2% |
| All | +84.8% | -7.1% | +91.8% | +87.2% |
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