+1,826.5%
COP vs AEE
+892.1%
+934.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | +4.4% | +1.7% | +2.7% | +3.6% |
| 30D | 0.0% | +9.7% | -9.8% | -4.6% |
| 3M | +15.0% | +5.9% | +9.1% | +11.6% |
| 6M | +22.0% | +6.7% | +15.3% | +17.5% |
| YTD | +55.3% | +17.4% | +38.0% | +42.2% |
| 1Y | +64.1% | +12.7% | +51.5% | +53.2% |
| 3Y | +34.1% | +68.2% | -34.2% | +0.4% |
| 5Y | +133.4% | +57.3% | +76.1% | +78.0% |
| 10Y | +338.6% | +220.6% | +118.0% | +114.5% |
| All | +1,826.5% | +892.1% | +934.4% | +408.2% |
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