+2,138.1%
AEIS vs COO
+9,222.5%
-7,084.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.5% | +8.8% | +10.4% |
| 7D | +1.0% | +4.3% | -3.3% | -0.8% |
| 30D | -24.0% | +17.6% | -41.6% | -28.8% |
| 3M | -32.5% | -13.9% | -18.6% | -29.9% |
| 6M | -38.6% | +6.6% | -45.1% | -41.6% |
| YTD | +4.8% | -22.0% | +26.8% | +11.8% |
| 1Y | +1.3% | -8.8% | +10.1% | +1.9% |
| 3Y | +159.2% | -21.5% | +180.7% | +170.1% |
| 5Y | +140.8% | -41.0% | +181.8% | +176.3% |
| 10Y | +349.8% | +40.9% | +308.9% | +297.4% |
| All | +2,138.1% | +9,222.5% | -7,084.3% | +864.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling