+4,492.0%
COP vs AEP
+2,223.4%
+2,268.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +3.0% | +1.8% | +1.2% | +2.4% |
| 30D | +17.5% | -0.8% | +18.3% | +17.7% |
| 3M | +13.4% | -1.8% | +15.2% | +13.9% |
| 6M | +17.7% | -5.4% | +23.1% | +19.5% |
| YTD | +46.6% | +10.4% | +36.1% | +40.7% |
| 1Y | +44.6% | +18.2% | +26.5% | +35.2% |
| 3Y | +20.7% | +79.0% | -58.3% | -4.2% |
| 5Y | +185.0% | +64.8% | +120.2% | +130.5% |
| 10Y | +347.0% | +170.8% | +176.1% | +191.1% |
| All | +4,492.0% | +2,223.4% | +2,268.6% | +1,414.5% |
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