+177.7%
AEP vs COO
+36.7%
+141.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | +0.8% |
| 7D | +0.9% | -9.0% | +9.9% | +3.0% |
| 30D | +1.5% | -16.8% | +18.3% | +5.7% |
| 3M | -1.7% | -7.5% | +5.8% | -0.2% |
| 6M | -4.0% | -16.3% | +12.2% | -0.6% |
| YTD | +10.6% | -22.5% | +33.1% | +16.5% |
| 1Y | +18.6% | -7.0% | +25.6% | +19.1% |
| 3Y | +78.7% | -27.5% | +106.1% | +86.4% |
| 5Y | +65.1% | -43.3% | +108.4% | +80.9% |
| 10Y | +177.7% | +37.6% | +140.2% | +131.4% |
| All | +177.7% | +36.7% | +141.0% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling