+335.9%
COP vs AEIS
+558.2%
-222.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -0.5% | +6.5% | -7.0% | -2.0% |
| 30D | +11.7% | -9.2% | +20.9% | +13.8% |
| 3M | +17.7% | -8.3% | +26.0% | +16.7% |
| 6M | +18.3% | -6.3% | +24.6% | +14.0% |
| YTD | +49.1% | +36.5% | +12.6% | +26.8% |
| 1Y | +53.3% | +84.8% | -31.4% | +17.0% |
| 3Y | +22.2% | +176.6% | -154.4% | -22.0% |
| 5Y | +193.3% | +237.1% | -43.8% | +66.5% |
| All | +335.9% | +558.2% | -222.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling