+22.0%
COP vs AAOX
-97.9%
+119.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -10.8% | +12.4% | +1.5% |
| 7D | +4.4% | -3.4% | +7.8% | +4.4% |
| 30D | 0.0% | -72.8% | +72.8% | -1.2% |
| 3M | +15.0% | -90.7% | +105.7% | +13.0% |
| 6M | +22.0% | -98.2% | +120.2% | +21.8% |
| All | +22.0% | -97.9% | +119.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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