+270.9%
AFL vs EOSE
-58.6%
+329.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.3% |
| 7D | -2.1% | +15.0% | -17.1% | -2.3% |
| 30D | -5.4% | +2.5% | -7.9% | -5.5% |
| 3M | -0.3% | -33.7% | +33.5% | +0.2% |
| 6M | +5.2% | -32.7% | +37.9% | +5.3% |
| YTD | +5.7% | -63.8% | +69.5% | +6.4% |
| 1Y | +10.2% | -40.5% | +50.8% | +9.4% |
| 3Y | +63.4% | +50.4% | +13.1% | +55.8% |
| 5Y | +133.0% | -68.6% | +201.6% | +114.8% |
| All | +270.9% | -58.6% | +329.6% | +274.2% |
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