-47.5%
COIN vs AEIS
+144.6%
-192.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.4% |
| 7D | -10.6% | -0.2% | -10.4% | -10.7% |
| 30D | +16.0% | -16.4% | +32.4% | +28.9% |
| 3M | +11.9% | -11.1% | +23.0% | +10.1% |
| 6M | -12.3% | -12.0% | -0.3% | -17.9% |
| YTD | -23.8% | +30.9% | -54.7% | -51.2% |
| 1Y | -45.4% | +74.3% | -119.7% | -73.4% |
| 3Y | +109.9% | +165.2% | -55.3% | -33.4% |
| 5Y | -30.6% | +220.0% | -250.7% | -81.3% |
| All | -47.5% | +144.6% | -192.1% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling