+15.4%
AAL vs EOSE
-57.1%
+72.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.5% | -2.7% |
| 7D | -0.3% | +41.4% | -41.8% | -3.9% |
| 30D | -19.0% | +3.6% | -22.6% | -19.6% |
| 3M | -5.1% | -35.7% | +30.7% | -2.1% |
| 6M | +15.5% | -29.9% | +45.3% | +16.3% |
| YTD | -15.8% | -62.5% | +46.7% | -11.8% |
| 1Y | -0.3% | -37.4% | +37.1% | -2.1% |
| 3Y | -7.7% | +55.8% | -63.5% | -25.6% |
| 5Y | -32.5% | -67.8% | +35.3% | -46.4% |
| All | +15.4% | -57.1% | +72.5% | -2.5% |
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