+5,625.4%
COF vs AEM
+2,311.6%
+3,313.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -2.7% | +3.0% | -5.7% | -2.8% |
| 30D | -3.4% | +12.5% | -15.9% | -4.0% |
| 3M | +15.4% | +26.9% | -11.5% | +14.0% |
| 6M | +14.4% | -9.4% | +23.9% | +14.7% |
| YTD | -12.0% | +20.3% | -32.2% | -13.1% |
| 1Y | -3.7% | +33.8% | -37.5% | -5.5% |
| 3Y | +121.1% | +349.8% | -228.8% | +103.8% |
| 5Y | +47.8% | +301.0% | -253.2% | +36.2% |
| 10Y | +250.3% | +376.1% | -125.8% | +214.8% |
| All | +5,625.4% | +2,311.6% | +3,313.8% | +5,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling