+141.3%
AME vs EOSE
-57.1%
+198.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -0.4% |
| 7D | +2.8% | +41.4% | -38.7% | +1.4% |
| 30D | -6.3% | +3.6% | -9.9% | -6.5% |
| 3M | +5.4% | -35.7% | +41.1% | +6.5% |
| 6M | +7.4% | -29.9% | +37.3% | +7.6% |
| YTD | +16.2% | -62.5% | +78.6% | +18.0% |
| 1Y | +26.8% | -37.4% | +64.2% | +25.8% |
| 3Y | +57.5% | +55.8% | +1.7% | +45.6% |
| 5Y | +84.8% | -67.8% | +152.7% | +64.5% |
| All | +141.3% | -57.1% | +198.4% | +125.8% |
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 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