+75.9%
AON vs EOSE
-58.6%
+134.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -3.5% |
| 7D | -7.9% | +15.0% | -22.9% | -8.1% |
| 30D | -14.6% | +2.5% | -17.1% | -14.7% |
| 3M | -7.9% | -33.7% | +25.8% | -7.5% |
| 6M | -8.0% | -32.7% | +24.7% | -8.0% |
| YTD | -13.2% | -63.8% | +50.6% | -12.6% |
| 1Y | -16.4% | -40.5% | +24.1% | -17.1% |
| 3Y | -6.7% | +50.4% | -57.0% | -11.8% |
| 5Y | +8.0% | -68.6% | +76.6% | -4.5% |
| All | +75.9% | -58.6% | +134.6% | +71.0% |
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