+4,766.3%
COP vs AEP
+2,329.1%
+2,437.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | +2.9% | +1.5% | +3.4% |
| 30D | 0.0% | +3.2% | -3.2% | -1.2% |
| 3M | +15.0% | +3.8% | +11.2% | +13.4% |
| 6M | +22.0% | +2.5% | +19.5% | +20.5% |
| YTD | +55.3% | +15.5% | +39.9% | +46.7% |
| 1Y | +64.1% | +9.6% | +54.5% | +57.8% |
| 3Y | +34.1% | +91.2% | -57.1% | +4.0% |
| 5Y | +133.4% | +88.2% | +45.2% | +80.1% |
| 10Y | +338.6% | +205.1% | +133.5% | +173.6% |
| All | +4,766.3% | +2,329.1% | +2,437.2% | +1,479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling