+1,910.6%
AEIS vs COO
+8,993.5%
-7,082.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.7% |
| 7D | -11.3% | +4.7% | -16.0% | -13.1% |
| 30D | -32.6% | +13.9% | -46.5% | -36.2% |
| 3M | -39.2% | -14.9% | -24.2% | -36.6% |
| 6M | -45.4% | +2.0% | -47.4% | -47.3% |
| YTD | -5.8% | -23.9% | +18.1% | +1.2% |
| 1Y | -10.0% | -9.6% | -0.4% | -9.3% |
| 3Y | +121.2% | -25.4% | +146.6% | +134.5% |
| 5Y | +110.6% | -41.2% | +151.8% | +141.8% |
| 10Y | +326.6% | +42.1% | +284.5% | +276.3% |
| All | +1,910.6% | +8,993.5% | -7,082.9% | +773.7% |
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