+49.9%
COP vs AEM
+28.8%
+21.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.1% |
| 7D | +1.0% | -5.0% | +6.0% | +0.5% |
| 30D | +9.6% | +8.5% | +1.1% | +10.5% |
| 3M | +15.0% | +29.3% | -14.2% | +18.7% |
| 6M | +21.8% | -12.9% | +34.7% | +23.3% |
| YTD | +49.6% | +16.8% | +32.9% | +49.9% |
| 1Y | +49.9% | +29.8% | +20.0% | +55.6% |
| All | +49.9% | +28.8% | +21.1% | +55.6% |
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