+79.4%
AEP vs COO
-22.0%
+101.4%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +1.8% | -2.2% | +4.0% | +2.0% |
| 30D | -0.8% | -7.0% | +6.2% | 0.0% |
| 3M | -1.8% | +12.2% | -14.0% | -3.2% |
| 6M | -5.4% | -15.1% | +9.8% | -4.0% |
| YTD | +10.4% | -15.1% | +25.5% | +12.0% |
| 1Y | +18.2% | +2.3% | +15.8% | +16.8% |
| All | +79.4% | -22.0% | +101.4% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling