+193.3%
COP vs AEM
+296.4%
-103.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.5% | +3.0% | -3.5% | -0.8% |
| 30D | +11.7% | +12.5% | -0.8% | +10.3% |
| 3M | +17.7% | +26.9% | -9.3% | +14.5% |
| 6M | +18.3% | -9.4% | +27.8% | +19.6% |
| YTD | +49.1% | +20.3% | +28.8% | +42.9% |
| 1Y | +53.3% | +33.8% | +19.5% | +43.4% |
| 3Y | +22.2% | +349.8% | -327.7% | -15.6% |
| 5Y | +193.3% | +301.0% | -107.7% | +107.6% |
| All | +193.3% | +296.4% | -103.1% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling