+300.1%
AA vs EOSE
-57.1%
+357.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.3% | +2.4% |
| 7D | +1.7% | +41.4% | -39.8% | -2.2% |
| 30D | +3.3% | +3.6% | -0.3% | +2.6% |
| 3M | -29.4% | -35.7% | +6.3% | -27.0% |
| 6M | -12.8% | -29.9% | +17.0% | -11.8% |
| YTD | -2.1% | -62.5% | +60.3% | +3.7% |
| 1Y | +62.8% | -37.4% | +100.2% | +61.8% |
| 3Y | +90.5% | +55.8% | +34.7% | +56.5% |
| 5Y | +19.1% | -67.8% | +86.9% | +2.5% |
| All | +300.1% | -57.1% | +357.2% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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