+329.9%
COP vs AEE
+219.0%
+110.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -0.6% | +8.8% | -9.4% | -3.3% |
| 3M | +10.8% | +5.1% | +5.7% | +8.9% |
| 6M | +19.6% | +5.2% | +14.5% | +17.2% |
| YTD | +52.9% | +16.1% | +36.8% | +44.6% |
| 1Y | +62.2% | +10.4% | +51.8% | +55.9% |
| 3Y | +32.4% | +63.1% | -30.8% | +9.5% |
| 5Y | +129.7% | +55.6% | +74.1% | +92.1% |
| All | +329.9% | +219.0% | +110.9% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling