+60.7%
COP vs AEM
+17.3%
+43.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +9.7% | -14.8% | -3.9% |
| 7D | -8.1% | +0.2% | -8.3% | -7.7% |
| 30D | +6.7% | +0.1% | +6.6% | +7.2% |
| 3M | +16.9% | +22.1% | -5.2% | +20.9% |
| 6M | +11.2% | +2.4% | +8.7% | +13.3% |
| YTD | +49.5% | +8.9% | +40.6% | +48.7% |
| 1Y | +60.7% | +18.7% | +42.0% | +58.3% |
| All | +60.7% | +17.3% | +43.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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