-7.2%
AON vs EOSE
+42.6%
-49.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.7% |
| 7D | -6.3% | +1.8% | -8.1% | -6.3% |
| 30D | -14.1% | -6.8% | -7.3% | -14.1% |
| 3M | -9.5% | -36.3% | +26.8% | -9.6% |
| 6M | -4.0% | -38.8% | +34.7% | -4.1% |
| YTD | -13.8% | -65.5% | +51.7% | -13.8% |
| 1Y | -18.3% | -45.3% | +27.0% | -18.7% |
| 3Y | -7.2% | +44.2% | -51.3% | -10.1% |
| All | -7.2% | +42.6% | -49.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling