+67.2%
AEP vs EOSE
-70.0%
+137.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.9% | +1.8% | -2.7% | -1.0% |
| 30D | -1.1% | -6.8% | +5.8% | -1.0% |
| 3M | -3.3% | -36.3% | +33.0% | -2.9% |
| 6M | -4.6% | -38.8% | +34.1% | -4.5% |
| YTD | +9.4% | -65.5% | +74.9% | +10.1% |
| 1Y | +16.9% | -45.3% | +62.2% | +16.5% |
| 3Y | +76.6% | +44.2% | +32.5% | +69.2% |
| All | +67.2% | -70.0% | +137.1% | +48.4% |
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