+200.9%
AEP vs COO
+38.3%
+162.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | +4.1% | +16.9% | -12.8% | +0.5% |
| 3M | +4.1% | -16.7% | +20.8% | +7.9% |
| 6M | -1.0% | +5.9% | -7.0% | -3.2% |
| YTD | +13.4% | -22.4% | +35.8% | +18.9% |
| 1Y | +6.7% | -10.1% | +16.8% | +7.8% |
| 3Y | +81.3% | -22.8% | +104.0% | +85.1% |
| 5Y | +80.1% | -41.4% | +121.5% | +94.7% |
| 10Y | +200.9% | +41.3% | +159.6% | +153.8% |
| All | +200.9% | +38.3% | +162.5% | +153.8% |
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