+170.5%
AEP vs COPX
+583.8%
-413.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.9% | -2.3% | +1.4% | -0.8% |
| 30D | -1.1% | +0.3% | -1.3% | -1.2% |
| 3M | -3.3% | +6.8% | -10.1% | -4.1% |
| 6M | -4.6% | +7.9% | -12.6% | -5.9% |
| YTD | +9.4% | +23.7% | -14.3% | +6.2% |
| 1Y | +16.9% | +71.5% | -54.6% | +9.6% |
| 3Y | +76.6% | +149.1% | -72.5% | +56.9% |
| 5Y | +66.2% | +167.3% | -101.1% | +44.6% |
| All | +170.5% | +583.8% | -413.3% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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