+123.1%
COP vs AEE
+56.6%
+66.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -6.1% | +3.0% | -9.1% | -6.8% |
| 30D | +1.1% | +11.2% | -10.1% | -1.6% |
| 3M | +10.9% | +7.0% | +3.9% | +9.0% |
| 6M | +20.8% | +5.7% | +15.1% | +18.8% |
| YTD | +48.0% | +16.2% | +31.8% | +41.3% |
| 1Y | +58.5% | +12.0% | +46.5% | +52.8% |
| 3Y | +28.1% | +63.4% | -35.2% | +8.3% |
| All | +123.1% | +56.6% | +66.5% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling