+110.7%
COP vs AEIS
+144.8%
-34.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.3% | -12.6% | -2.4% |
| 7D | -8.4% | +1.0% | -9.4% | -8.7% |
| 30D | +0.3% | -24.0% | +24.3% | +2.6% |
| 3M | +15.1% | -32.5% | +47.6% | +18.9% |
| 6M | +19.8% | -38.6% | +58.3% | +23.9% |
| YTD | +46.8% | +4.8% | +42.0% | +35.4% |
| 1Y | +59.7% | +1.3% | +58.4% | +48.0% |
| 3Y | +28.7% | +159.2% | -130.5% | -6.0% |
| 5Y | +110.7% | +140.8% | -30.1% | +52.1% |
| All | +110.7% | +144.8% | -34.1% | +52.1% |
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