+43.1%
COF vs AEM
+306.3%
-263.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | -5.1% | -2.1% | -3.0% | -4.9% |
| 30D | -6.0% | +8.4% | -14.5% | -6.9% |
| 3M | +14.8% | +27.3% | -12.5% | +11.9% |
| 6M | +15.3% | -9.7% | +25.0% | +15.6% |
| YTD | -13.0% | +19.0% | -32.0% | -15.4% |
| 1Y | -5.7% | +31.5% | -37.2% | -9.5% |
| 3Y | +118.1% | +338.7% | -220.6% | +74.0% |
| All | +43.1% | +306.3% | -263.2% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling