-5.1%
COF vs AEM
+17.3%
-22.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.7% | -10.8% | -2.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +5.7% | +0.1% | +5.7% | +5.6% |
| 3M | -6.7% | +22.1% | -28.8% | -9.3% |
| 6M | +9.5% | +2.4% | +7.0% | +8.1% |
| YTD | -13.9% | +8.9% | -22.8% | -18.3% |
| 1Y | -5.1% | +18.7% | -23.8% | -12.1% |
| All | -5.1% | +17.3% | -22.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling