+393.6%
COHR vs AEP
+64.8%
+328.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -0.9% | +9.3% | +8.3% |
| 30D | -14.1% | -1.1% | -13.1% | -14.1% |
| 3M | -16.0% | -3.3% | -12.7% | -16.1% |
| 6M | +21.5% | -4.6% | +26.1% | +21.2% |
| YTD | +65.4% | +9.4% | +56.0% | +65.6% |
| 1Y | +195.0% | +16.9% | +178.1% | +196.2% |
| 3Y | +830.2% | +76.6% | +753.5% | +748.7% |
| All | +393.6% | +64.8% | +328.7% | +340.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling