+325.0%
COP vs AEP
+206.3%
+118.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +0.7% | +0.7% | -0.1% | +0.5% |
| 30D | +0.2% | +4.8% | -4.6% | -0.9% |
| 3M | +10.2% | +5.4% | +4.9% | +8.7% |
| 6M | +20.1% | +0.4% | +19.7% | +19.8% |
| YTD | +50.5% | +15.5% | +35.0% | +44.4% |
| 1Y | +56.8% | +8.5% | +48.3% | +52.8% |
| 3Y | +30.3% | +84.6% | -54.3% | +8.5% |
| 5Y | +126.8% | +86.9% | +39.9% | +87.5% |
| 10Y | +325.0% | +205.1% | +119.8% | +289.0% |
| All | +325.0% | +206.3% | +118.6% | +289.0% |
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