+565.2%
COPX vs AEE
+191.1%
+374.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -2.3% | -0.8% | -1.6% | -2.1% |
| 30D | +0.3% | -2.9% | +3.2% | +1.2% |
| 3M | +6.8% | -2.4% | +9.2% | +7.3% |
| 6M | +7.9% | -2.7% | +10.7% | +8.3% |
| YTD | +23.7% | +7.3% | +16.5% | +20.1% |
| 1Y | +71.5% | +7.5% | +64.0% | +66.1% |
| 3Y | +149.1% | +46.2% | +102.9% | +114.2% |
| 5Y | +167.3% | +39.7% | +127.6% | +132.1% |
| All | +565.2% | +191.1% | +374.1% | +405.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling