-27.8%
COIN vs AEE
+38.7%
-66.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -5.1% | -0.8% | -4.3% | -4.9% |
| 30D | +17.6% | -2.9% | +20.5% | +18.4% |
| 3M | +9.2% | -2.4% | +11.7% | +9.5% |
| 6M | -11.8% | -2.7% | -9.1% | -11.7% |
| YTD | -22.5% | +7.3% | -29.8% | -25.1% |
| 1Y | -45.9% | +7.5% | -53.4% | -47.8% |
| 3Y | +117.4% | +46.2% | +71.2% | +83.7% |
| All | -27.8% | +38.7% | -66.5% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling