+20.8%
COP vs AEE
+49.7%
-28.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -0.8% | +1.3% | -2.2% | -1.0% |
| 30D | +15.6% | -1.2% | +16.8% | +15.7% |
| 3M | +14.3% | +1.0% | +13.3% | +14.2% |
| 6M | +17.0% | -2.3% | +19.3% | +17.2% |
| YTD | +47.4% | +9.1% | +38.3% | +44.9% |
| 1Y | +52.4% | +10.6% | +41.8% | +49.2% |
| 3Y | +20.8% | +48.5% | -27.7% | +11.5% |
| All | +20.8% | +49.7% | -28.9% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling