-50.7%
COIN vs AEE
+13.9%
-64.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +4.9% |
| 7D | -6.7% | +4.7% | -11.4% | -5.3% |
| 30D | -19.5% | +13.4% | -32.9% | -16.3% |
| 3M | +0.5% | +4.1% | -3.5% | +2.3% |
| 6M | -25.4% | +2.0% | -27.4% | -23.9% |
| YTD | -33.0% | +15.6% | -48.6% | -32.3% |
| 1Y | -50.7% | +14.1% | -64.8% | -49.0% |
| All | -50.7% | +13.9% | -64.6% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling