+65,045.6%
COHR vs AEP
+2,201.6%
+62,844.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -0.9% | +9.3% | +8.6% |
| 30D | -14.1% | -1.1% | -13.1% | -13.9% |
| 3M | -16.0% | -3.3% | -12.7% | -15.4% |
| 6M | +21.5% | -4.6% | +26.1% | +22.5% |
| YTD | +65.4% | +9.4% | +56.0% | +61.3% |
| 1Y | +195.0% | +16.9% | +178.1% | +182.6% |
| 3Y | +830.2% | +76.6% | +753.5% | +681.5% |
| 5Y | +397.1% | +66.2% | +330.9% | +321.4% |
| 10Y | +1,317.7% | +174.7% | +1,142.9% | +925.6% |
| All | +65,045.6% | +2,201.6% | +62,844.0% | +34,702.0% |
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