+191.7%
COP vs AEIS
+228.8%
-37.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.3% |
| 7D | -0.8% | +8.1% | -9.0% | -1.7% |
| 30D | +15.6% | -11.1% | +26.7% | +16.9% |
| 3M | +14.3% | -5.6% | +20.0% | +13.4% |
| 6M | +17.0% | -0.6% | +17.6% | +13.2% |
| YTD | +47.4% | +38.0% | +9.4% | +32.8% |
| 1Y | +52.4% | +87.2% | -34.8% | +27.4% |
| 3Y | +20.8% | +179.7% | -158.9% | -10.9% |
| 5Y | +191.7% | +241.7% | -50.1% | +99.5% |
| All | +191.7% | +228.8% | -37.1% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling