+242.0%
COF vs AEIS
+562.2%
-320.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -1.3% |
| 7D | -5.1% | +2.3% | -7.4% | -6.1% |
| 30D | -6.0% | -14.8% | +8.8% | -0.9% |
| 3M | +14.8% | -15.6% | +30.4% | +18.0% |
| 6M | +15.3% | -8.7% | +24.0% | +12.0% |
| YTD | -13.0% | +37.3% | -50.4% | -30.1% |
| 1Y | -5.7% | +80.3% | -86.0% | -33.9% |
| 3Y | +118.1% | +177.9% | -59.8% | +20.7% |
| 5Y | +46.2% | +235.8% | -189.6% | -27.8% |
| All | +242.0% | +562.2% | -320.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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