+53.1%
AIG vs EOSE
-70.0%
+123.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -1.2% | +1.8% | -3.0% | -1.2% |
| 30D | -1.1% | -6.8% | +5.8% | -1.0% |
| 3M | +0.7% | -36.3% | +37.0% | +1.6% |
| 6M | -2.2% | -38.8% | +36.6% | -1.7% |
| YTD | -10.8% | -65.5% | +54.7% | -9.5% |
| 1Y | -2.0% | -45.3% | +43.3% | -3.2% |
| 3Y | +34.8% | +44.2% | -9.3% | +21.9% |
| All | +53.1% | -70.0% | +123.1% | +38.6% |
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