+16.3%
AAL vs EOSE
-60.6%
+76.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.2% |
| 30D | -12.9% | -6.8% | -6.0% | -12.6% |
| 3M | -11.2% | -36.3% | +25.1% | -8.4% |
| 6M | +17.8% | -38.8% | +56.6% | +20.3% |
| YTD | -15.1% | -65.5% | +50.4% | -10.4% |
| 1Y | +0.5% | -45.3% | +45.8% | 0.0% |
| 3Y | -7.7% | +44.2% | -51.8% | -25.1% |
| 5Y | -31.3% | -69.5% | +38.2% | -45.2% |
| All | +16.3% | -60.6% | +76.9% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling