-11.8%
COIN vs AEM
-9.4%
-2.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +0.5% |
| 7D | -5.1% | -2.1% | -2.9% | -3.8% |
| 30D | +17.6% | +8.4% | +9.2% | +13.1% |
| 3M | +9.2% | +27.3% | -18.0% | -4.0% |
| 6M | -11.8% | -9.7% | -2.1% | -8.0% |
| All | -11.8% | -9.4% | -2.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 6mo: compounded portfolio wealth divided by compounded AEM 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…
6mo analysis · Full analysis span regression · 6 months rolling