+1,298.9%
COHR vs AEIS
+562.2%
+736.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.8% | +0.5% |
| 7D | +8.3% | +2.3% | +6.1% | +6.6% |
| 30D | -14.1% | -14.8% | +0.7% | -2.7% |
| 3M | -16.0% | -15.6% | -0.4% | -2.8% |
| 6M | +21.5% | -8.7% | +30.2% | +32.2% |
| YTD | +65.4% | +37.3% | +28.1% | +34.3% |
| 1Y | +195.0% | +80.3% | +114.7% | +96.5% |
| 3Y | +830.2% | +177.9% | +652.2% | +366.5% |
| 5Y | +397.1% | +235.8% | +161.3% | +119.8% |
| All | +1,298.9% | +562.2% | +736.6% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling