+920.8%
KO vs AEIS
+2,610.7%
-1,689.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | -0.8% | +6.5% | -7.2% | -1.1% |
| 30D | +0.8% | -9.2% | +10.0% | +1.2% |
| 3M | +8.3% | -8.3% | +16.7% | +8.2% |
| 6M | +14.0% | -6.3% | +20.4% | +13.4% |
| YTD | +26.9% | +36.5% | -9.6% | +23.2% |
| 1Y | +32.7% | +84.8% | -52.1% | +26.1% |
| 3Y | +63.9% | +176.6% | -112.6% | +50.3% |
| 5Y | +81.7% | +237.1% | -155.4% | +63.3% |
| 10Y | +183.0% | +554.7% | -371.7% | +138.9% |
| All | +920.8% | +2,610.7% | -1,689.9% | +610.5% |
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