+219.9%
AEIS vs COO
-38.8%
+258.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.1% |
| 7D | +3.0% | -2.2% | +5.2% | +4.0% |
| 30D | -14.6% | -7.0% | -7.6% | -12.0% |
| 3M | -12.4% | +12.2% | -24.6% | -19.2% |
| 6M | -15.0% | -15.1% | +0.2% | -8.8% |
| YTD | +34.3% | -15.1% | +49.4% | +44.1% |
| 1Y | +87.4% | +2.3% | +85.0% | +80.8% |
| 3Y | +139.8% | -23.7% | +163.4% | +159.4% |
| All | +219.9% | -38.8% | +258.7% | +276.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling