+28.7%
COP vs AEIS
+152.4%
-123.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.3% | -12.6% | -2.0% |
| 7D | -8.4% | +1.0% | -9.4% | -8.5% |
| 30D | +0.3% | -24.0% | +24.3% | +1.8% |
| 3M | +15.1% | -32.5% | +47.6% | +17.6% |
| 6M | +19.8% | -38.6% | +58.3% | +22.8% |
| YTD | +46.8% | +4.8% | +42.0% | +34.6% |
| 1Y | +59.7% | +1.3% | +58.4% | +47.1% |
| 3Y | +28.7% | +159.2% | -130.5% | -5.5% |
| All | +28.7% | +152.4% | -123.7% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling