+123.1%
COP vs AEM
+266.3%
-143.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +6.0% | +1.2% |
| 7D | -6.1% | +13.9% | -20.0% | -7.2% |
| 30D | +1.1% | +0.8% | +0.3% | +0.9% |
| 3M | +10.9% | +5.8% | +5.2% | +10.0% |
| 6M | +20.8% | -1.0% | +21.7% | +20.5% |
| YTD | +48.0% | +13.1% | +35.0% | +42.3% |
| 1Y | +58.5% | +14.4% | +44.1% | +51.8% |
| 3Y | +28.1% | +325.7% | -297.6% | -12.5% |
| All | +123.1% | +266.3% | -143.2% | +61.0% |
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