+193.3%
COP vs AEE
+39.2%
+154.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -0.5% | +1.1% | -1.5% | -0.7% |
| 30D | +11.7% | 0.0% | +11.7% | +11.7% |
| 3M | +17.7% | -0.9% | +18.6% | +17.8% |
| 6M | +18.3% | -2.4% | +20.7% | +18.6% |
| YTD | +49.1% | +8.6% | +40.4% | +45.0% |
| 1Y | +53.3% | +10.2% | +43.2% | +48.3% |
| 3Y | +22.2% | +47.8% | -25.7% | +7.1% |
| 5Y | +193.3% | +40.1% | +153.2% | +167.0% |
| All | +193.3% | +39.2% | +154.2% | +167.0% |
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