-1.5%
COF vs AEM
+40.5%
-42.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | -0.6% | +24.0% | -24.6% | -2.3% |
| 3M | +20.3% | +16.1% | +4.2% | +18.3% |
| 6M | +13.0% | -11.6% | +24.6% | +10.9% |
| YTD | -8.3% | +21.5% | -29.9% | -9.8% |
| 1Y | -1.5% | +39.2% | -40.6% | -1.6% |
| All | -1.5% | +40.5% | -42.0% | -1.6% |
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