+167.6%
COPX vs AEIS
+219.6%
-52.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -5.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.7% |
| 30D | 0.0% | -16.4% | +16.4% | +6.5% |
| 3M | +14.8% | -11.1% | +25.9% | +17.0% |
| 6M | +7.0% | -12.0% | +19.1% | +8.4% |
| YTD | +23.8% | +30.9% | -7.0% | +7.4% |
| 1Y | +75.7% | +74.3% | +1.4% | +35.0% |
| 3Y | +156.4% | +165.2% | -8.8% | +58.1% |
| 5Y | +167.6% | +220.0% | -52.5% | +46.8% |
| All | +167.6% | +219.6% | -52.0% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling