+85.7%
COPX vs AEE
+8.8%
+76.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -4.0% | +0.3% | -4.3% | -4.0% |
| 30D | +4.5% | -2.3% | +6.8% | +4.4% |
| 3M | +0.8% | +0.2% | +0.6% | -0.1% |
| 6M | +3.2% | -4.7% | +7.9% | +3.7% |
| YTD | +26.7% | +8.1% | +18.6% | +25.1% |
| 1Y | +85.7% | +8.5% | +77.1% | +80.9% |
| All | +85.7% | +8.8% | +76.9% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling