-46.6%
COIN vs AEP
+73.8%
-120.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -5.1% | -0.9% | -4.1% | -5.1% |
| 30D | +17.6% | -1.1% | +18.7% | +17.6% |
| 3M | +9.2% | -3.3% | +12.5% | +9.2% |
| 6M | -11.8% | -4.6% | -7.1% | -11.8% |
| YTD | -22.5% | +9.4% | -31.9% | -23.1% |
| 1Y | -45.9% | +16.9% | -62.8% | -46.6% |
| 3Y | +117.4% | +76.6% | +40.8% | +82.0% |
| 5Y | -29.4% | +66.2% | -95.6% | -34.0% |
| All | -46.6% | +73.8% | -120.4% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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