+202.4%
COPX vs AEE
+626.8%
-424.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.7% |
| 7D | +5.8% | +1.3% | +4.4% | +5.2% |
| 30D | +7.2% | -1.2% | +8.5% | +7.7% |
| 3M | +16.5% | +1.0% | +15.5% | +15.4% |
| 6M | +18.4% | -2.3% | +20.7% | +18.7% |
| YTD | +31.9% | +9.1% | +22.8% | +25.9% |
| 1Y | +88.5% | +10.6% | +77.9% | +78.5% |
| 3Y | +173.1% | +48.5% | +124.6% | +122.5% |
| 5Y | +193.1% | +39.9% | +153.2% | +142.4% |
| 10Y | +591.7% | +185.7% | +406.0% | +265.1% |
| All | +202.4% | +626.8% | -424.3% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling