+116.9%
COF vs AEIS
+160.8%
-43.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.7% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -5.2% | -16.4% | +11.2% | -1.1% |
| 3M | +17.0% | -11.1% | +28.1% | +17.1% |
| 6M | +12.9% | -12.0% | +24.9% | +11.1% |
| YTD | -13.5% | +30.9% | -44.4% | -27.4% |
| 1Y | -5.9% | +74.3% | -80.2% | -31.0% |
| All | +116.9% | +160.8% | -43.9% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling