+10.8%
AEP vs COO
-7.7%
+18.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.9% |
| 7D | +0.8% | +8.4% | -7.6% | +0.3% |
| 30D | +7.9% | +13.5% | -5.5% | +7.1% |
| 3M | +1.5% | -13.8% | +15.2% | +2.5% |
| 6M | -2.6% | +4.7% | -7.3% | -3.1% |
| YTD | +14.7% | -21.4% | +36.1% | +13.4% |
| 1Y | +10.8% | -6.7% | +17.5% | +7.7% |
| All | +10.8% | -7.7% | +18.4% | +7.7% |
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 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