+337.5%
COP vs AEP
+175.2%
+162.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.3% | +0.6% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | +9.6% | -0.1% | +9.6% | +9.5% |
| 3M | +15.0% | -3.2% | +18.2% | +15.8% |
| 6M | +21.8% | -5.3% | +27.0% | +23.0% |
| YTD | +49.6% | +9.5% | +40.1% | +45.6% |
| 1Y | +49.9% | +17.5% | +32.4% | +42.9% |
| 3Y | +22.6% | +77.0% | -54.4% | +3.3% |
| 5Y | +193.6% | +66.4% | +127.2% | +150.7% |
| All | +337.5% | +175.2% | +162.3% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling