-38.2%
AEIS vs COO
+6.2%
-44.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.5% | +8.8% | +12.1% |
| 7D | +1.0% | +4.3% | -3.3% | +2.8% |
| 30D | -24.0% | +17.6% | -41.6% | -20.4% |
| 3M | -32.5% | -13.9% | -18.6% | -37.6% |
| All | -38.2% | +6.2% | -44.4% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling