+126.8%
COP vs AEP
+83.4%
+43.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +10.2% | +5.4% | +4.9% | +8.9% |
| 6M | +20.1% | +0.4% | +19.7% | +19.8% |
| YTD | +50.5% | +15.5% | +35.0% | +44.6% |
| 1Y | +56.8% | +8.5% | +48.3% | +52.9% |
| 3Y | +30.3% | +84.6% | -54.3% | +7.0% |
| 5Y | +126.8% | +86.9% | +39.9% | +75.2% |
| All | +126.8% | +83.4% | +43.4% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling