+69.3%
AEP vs EOSE
-58.6%
+127.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.6% |
| 7D | +0.9% | +15.0% | -14.1% | +0.8% |
| 30D | +1.5% | +2.5% | -1.0% | +1.5% |
| 3M | -1.7% | -33.7% | +32.0% | -1.5% |
| 6M | -4.0% | -32.7% | +28.7% | -4.0% |
| YTD | +10.6% | -63.8% | +74.4% | +10.9% |
| 1Y | +18.6% | -40.5% | +59.2% | +18.4% |
| 3Y | +78.7% | +50.4% | +28.3% | +74.9% |
| 5Y | +65.1% | -68.6% | +133.6% | +51.1% |
| All | +69.3% | -58.6% | +127.9% | +60.2% |
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