+325.0%
COP vs AEIS
+375.1%
-50.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +0.6% |
| 7D | +0.7% | +9.5% | -8.8% | -1.9% |
| 30D | +0.2% | -17.5% | +17.7% | +3.6% |
| 3M | +10.2% | -29.3% | +39.5% | +17.2% |
| 6M | +20.1% | -34.7% | +54.8% | +26.8% |
| YTD | +50.5% | +10.7% | +39.8% | +32.2% |
| 1Y | +56.8% | +7.4% | +49.4% | +38.5% |
| 3Y | +30.3% | +161.1% | -130.8% | -18.2% |
| 5Y | +126.8% | +150.7% | -23.9% | +37.4% |
| 10Y | +325.0% | +360.8% | -35.9% | +101.2% |
| All | +325.0% | +375.1% | -50.1% | +101.2% |
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