+304.9%
AEM vs EOSE
-70.0%
+374.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | -2.1% | +1.8% | -3.9% | -2.3% |
| 30D | +8.4% | -6.8% | +15.3% | +8.6% |
| 3M | +27.3% | -36.3% | +63.6% | +29.7% |
| 6M | -9.7% | -38.8% | +29.1% | -8.3% |
| YTD | +19.0% | -65.5% | +84.5% | +23.1% |
| 1Y | +31.5% | -45.3% | +76.8% | +32.4% |
| 3Y | +338.7% | +44.2% | +294.5% | +303.8% |
| All | +304.9% | -70.0% | +374.8% | +268.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling