+565.2%
COPX vs AEIS
+562.2%
+3.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -2.0% |
| 7D | -2.3% | +2.3% | -4.6% | -3.2% |
| 30D | +0.3% | -14.8% | +15.1% | +6.0% |
| 3M | +6.8% | -15.6% | +22.4% | +11.2% |
| 6M | +7.9% | -8.7% | +16.7% | +8.0% |
| YTD | +23.7% | +37.3% | -13.6% | +5.3% |
| 1Y | +71.5% | +80.3% | -8.8% | +30.0% |
| 3Y | +149.1% | +177.9% | -28.8% | +52.2% |
| 5Y | +167.3% | +235.8% | -68.5% | +46.6% |
| All | +565.2% | +562.2% | +3.0% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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