+1,736.0%
COP vs AEE
+882.7%
+853.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -6.1% | +3.0% | -9.1% | -7.5% |
| 30D | +1.1% | +11.2% | -10.1% | -4.1% |
| 3M | +10.9% | +7.0% | +3.9% | +7.1% |
| 6M | +20.8% | +5.7% | +15.1% | +16.8% |
| YTD | +48.0% | +16.2% | +31.8% | +36.2% |
| 1Y | +58.5% | +12.0% | +46.5% | +48.3% |
| 3Y | +28.1% | +63.4% | -35.2% | -2.7% |
| 5Y | +120.5% | +56.0% | +64.4% | +68.8% |
| 10Y | +310.1% | +217.4% | +92.8% | +101.5% |
| All | +1,736.0% | +882.7% | +853.3% | +386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling