+53.3%
COP vs AEIS
+85.4%
-32.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.0% |
| 7D | -0.5% | +6.5% | -7.0% | 0.0% |
| 30D | +11.7% | -9.2% | +20.9% | +11.1% |
| 3M | +17.7% | -8.3% | +26.0% | +17.8% |
| 6M | +18.3% | -6.3% | +24.6% | +17.9% |
| YTD | +49.1% | +36.5% | +12.6% | +47.8% |
| 1Y | +53.3% | +84.8% | -31.4% | +52.8% |
| All | +53.3% | +85.4% | -32.1% | +52.8% |
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