+2,684.7%
COP vs AEIS
+2,566.8%
+117.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | +3.0% | +3.0% | 0.0% | +2.6% |
| 30D | +17.5% | -14.6% | +32.1% | +19.5% |
| 3M | +13.4% | -12.4% | +25.8% | +13.7% |
| 6M | +17.7% | -15.0% | +32.7% | +17.5% |
| YTD | +46.6% | +34.3% | +12.3% | +37.3% |
| 1Y | +44.6% | +87.4% | -42.8% | +28.9% |
| 3Y | +20.7% | +139.8% | -119.1% | +2.5% |
| 5Y | +185.0% | +220.7% | -35.7% | +130.0% |
| 10Y | +347.0% | +531.6% | -184.6% | +226.0% |
| All | +2,684.7% | +2,566.8% | +117.8% | +1,425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling