+587.4%
AEP vs COPX
+200.8%
+386.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.9% | +6.0% | -5.1% | +0.2% |
| 30D | +1.5% | +6.4% | -4.9% | +0.7% |
| 3M | -1.7% | +19.3% | -21.0% | -3.9% |
| 6M | -4.0% | +16.2% | -20.3% | -6.4% |
| YTD | +10.6% | +33.2% | -22.6% | +5.8% |
| 1Y | +18.6% | +90.2% | -71.6% | +8.4% |
| 3Y | +78.7% | +175.7% | -97.0% | +53.6% |
| 5Y | +65.1% | +193.1% | -128.0% | +38.7% |
| 10Y | +177.7% | +619.4% | -441.7% | +92.5% |
| All | +587.4% | +200.8% | +386.6% | +422.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling