+149.3%
COPX vs AEE
+46.3%
+103.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.8% | -6.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | 0.0% | -2.0% | +2.0% | +0.3% |
| 3M | +14.8% | -2.8% | +17.6% | +14.9% |
| 6M | +7.0% | -3.6% | +10.6% | +7.3% |
| YTD | +23.8% | +7.3% | +16.5% | +21.5% |
| 1Y | +75.7% | +8.7% | +67.0% | +71.7% |
| All | +149.3% | +46.3% | +103.0% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling