-27.8%
COIN vs AEIS
+232.6%
-260.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | -1.7% |
| 7D | -5.1% | +2.3% | -7.3% | -6.8% |
| 30D | +17.6% | -14.8% | +32.4% | +29.7% |
| 3M | +9.2% | -15.6% | +24.8% | +12.6% |
| 6M | -11.8% | -8.7% | -3.1% | -20.3% |
| YTD | -22.5% | +37.3% | -59.8% | -54.2% |
| 1Y | -45.9% | +80.3% | -126.2% | -76.1% |
| 3Y | +117.4% | +177.9% | -60.6% | -42.2% |
| All | -27.8% | +232.6% | -260.4% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling