+5,625.4%
COF vs AEP
+1,552.2%
+4,073.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | -2.7% | +0.9% | -3.5% | -3.1% |
| 30D | -3.4% | +1.5% | -4.9% | -4.2% |
| 3M | +15.4% | -1.7% | +17.1% | +15.9% |
| 6M | +14.4% | -4.0% | +18.5% | +15.9% |
| YTD | -12.0% | +10.6% | -22.6% | -17.4% |
| 1Y | -3.7% | +18.6% | -22.4% | -13.3% |
| 3Y | +121.1% | +78.7% | +42.4% | +56.2% |
| 5Y | +47.8% | +65.1% | -17.3% | +7.1% |
| 10Y | +250.3% | +177.7% | +72.6% | +85.9% |
| All | +5,625.4% | +1,552.2% | +4,073.2% | +1,225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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