+202.4%
COPX vs AEIS
+1,752.1%
-1,549.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.1% |
| 7D | +5.8% | +8.1% | -2.4% | +2.8% |
| 30D | +7.2% | -11.1% | +18.4% | +11.2% |
| 3M | +16.5% | -5.6% | +22.1% | +16.3% |
| 6M | +18.4% | -0.6% | +19.1% | +15.0% |
| YTD | +31.9% | +38.0% | -6.1% | +13.0% |
| 1Y | +88.5% | +87.2% | +1.3% | +43.0% |
| 3Y | +173.1% | +179.7% | -6.6% | +71.4% |
| 5Y | +193.1% | +241.7% | -48.6% | +65.8% |
| 10Y | +591.7% | +547.2% | +44.5% | +176.0% |
| All | +202.4% | +1,752.1% | -1,549.6% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling