+1,510.1%
COF vs AEE
+807.2%
+702.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | -6.1% | -0.7% | -5.4% | -5.7% |
| 30D | -5.2% | -2.0% | -3.2% | -4.0% |
| 3M | +17.0% | -2.8% | +19.8% | +18.6% |
| 6M | +12.9% | -3.6% | +16.5% | +14.5% |
| YTD | -13.5% | +7.3% | -20.9% | -18.5% |
| 1Y | -5.9% | +8.7% | -14.6% | -12.3% |
| 3Y | +117.1% | +46.0% | +71.1% | +62.1% |
| 5Y | +45.4% | +39.8% | +5.6% | +9.5% |
| 10Y | +244.1% | +191.4% | +52.7% | +43.8% |
| All | +1,510.1% | +807.2% | +702.9% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling