+56.8%
COP vs AEIS
+6.8%
+50.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +2.0% |
| 7D | +0.7% | +9.5% | -8.8% | +1.4% |
| 30D | +0.2% | -17.5% | +17.7% | -1.1% |
| 3M | +10.2% | -29.3% | +39.5% | +7.6% |
| 6M | +20.1% | -34.7% | +54.8% | +17.5% |
| YTD | +50.5% | +10.7% | +39.8% | +50.5% |
| 1Y | +56.8% | +7.4% | +49.4% | +57.0% |
| All | +56.8% | +6.8% | +50.0% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling