+2,214.6%
AEP vs COO
+5,988.7%
-3,774.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +1.8% | -2.2% | +4.0% | +1.9% |
| 30D | -0.8% | -7.0% | +6.2% | -0.5% |
| 3M | -1.8% | +12.2% | -14.0% | -2.5% |
| 6M | -5.4% | -15.1% | +9.8% | -4.7% |
| YTD | +10.4% | -15.1% | +25.5% | +11.2% |
| 1Y | +18.2% | +2.3% | +15.8% | +17.8% |
| 3Y | +79.0% | -23.7% | +102.6% | +80.4% |
| 5Y | +64.8% | -38.9% | +103.8% | +67.5% |
| 10Y | +170.8% | +49.9% | +120.9% | +164.3% |
| All | +2,214.6% | +5,988.7% | -3,774.1% | +1,961.2% |
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 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