+2,285.8%
AEP vs COO
+5,493.5%
-3,207.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.3% |
| 7D | -1.5% | +4.3% | -5.8% | -1.8% |
| 30D | +4.5% | +17.6% | -13.1% | +3.6% |
| 3M | +2.8% | -13.9% | +16.7% | +3.5% |
| 6M | -0.7% | +6.6% | -7.2% | -1.1% |
| YTD | +13.8% | -22.0% | +35.8% | +15.0% |
| 1Y | +9.0% | -8.8% | +17.8% | +9.2% |
| 3Y | +83.0% | -21.5% | +104.5% | +84.1% |
| 5Y | +83.3% | -41.0% | +124.3% | +86.4% |
| 10Y | +194.6% | +40.9% | +153.7% | +188.1% |
| All | +2,285.8% | +5,493.5% | -3,207.7% | +2,031.5% |
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