+330.6%
AEM vs EOSE
+44.0%
+286.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -2.6% |
| 7D | -5.0% | +14.0% | -19.0% | -6.2% |
| 30D | +8.5% | -5.9% | +14.4% | +8.6% |
| 3M | +29.3% | -34.3% | +63.5% | +32.4% |
| 6M | -12.9% | -37.8% | +24.8% | -11.2% |
| YTD | +16.8% | -65.2% | +82.0% | +22.7% |
| 1Y | +29.8% | -41.9% | +71.8% | +30.4% |
| All | +330.6% | +44.0% | +286.6% | +260.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling