+85.5%
AME vs EOSE
-70.2%
+155.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.7% |
| 7D | 0.0% | +14.0% | -14.0% | -0.5% |
| 30D | -8.6% | -5.9% | -2.7% | -8.6% |
| 3M | +5.8% | -34.3% | +40.0% | +6.9% |
| 6M | +3.8% | -37.8% | +41.6% | +4.5% |
| YTD | +14.4% | -65.2% | +79.6% | +16.7% |
| 1Y | +25.8% | -41.9% | +67.7% | +25.0% |
| 3Y | +55.2% | +44.6% | +10.6% | +42.6% |
| 5Y | +85.5% | -69.2% | +154.7% | +63.2% |
| All | +85.5% | -70.2% | +155.8% | +63.2% |
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 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