+145.5%
AME vs EOSE
-60.6%
+206.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.3% |
| 7D | +1.7% | +1.8% | -0.1% | +1.7% |
| 30D | -6.4% | -6.8% | +0.4% | -6.4% |
| 3M | +7.1% | -36.3% | +43.4% | +8.3% |
| 6M | +8.2% | -38.8% | +46.9% | +8.9% |
| YTD | +18.2% | -65.5% | +83.7% | +20.4% |
| 1Y | +26.7% | -45.3% | +72.0% | +26.4% |
| 3Y | +60.7% | +44.2% | +16.5% | +48.9% |
| 5Y | +91.6% | -69.5% | +161.1% | +70.9% |
| All | +145.5% | -60.6% | +206.1% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling