+43.1%
COF vs AEE
+38.7%
+4.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -0.8% | -4.4% | -4.9% |
| 30D | -6.0% | -2.9% | -3.1% | -5.2% |
| 3M | +14.8% | -2.4% | +17.2% | +15.4% |
| 6M | +15.3% | -2.7% | +18.0% | +15.9% |
| YTD | -13.0% | +7.3% | -20.3% | -15.8% |
| 1Y | -5.7% | +7.5% | -13.3% | -8.9% |
| 3Y | +118.1% | +46.2% | +71.9% | +85.4% |
| All | +43.1% | +38.7% | +4.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling