+133.7%
AFL vs EOSE
-70.0%
+203.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.6% | +1.8% | -3.5% | -1.7% |
| 30D | -4.0% | -6.8% | +2.8% | -4.0% |
| 3M | -0.5% | -36.3% | +35.8% | 0.0% |
| 6M | +6.5% | -38.8% | +45.3% | +6.8% |
| YTD | +6.2% | -65.5% | +71.7% | +7.1% |
| 1Y | +8.3% | -45.3% | +53.6% | +7.5% |
| 3Y | +62.5% | +44.2% | +18.4% | +54.1% |
| All | +133.7% | -70.0% | +203.7% | +126.8% |
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