+90.9%
APA vs EOSE
-82.3%
+173.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.4% |
| 7D | +8.5% | +9.8% | -1.2% | +8.0% |
| 30D | +2.8% | -2.1% | +4.8% | +2.4% |
| 3M | +21.7% | -54.1% | +75.8% | +25.1% |
| 6M | +32.6% | -76.9% | +109.5% | +40.1% |
| YTD | +103.7% | -83.3% | +187.0% | +114.9% |
| 1Y | +101.8% | -87.4% | +189.2% | +116.1% |
| 3Y | +48.1% | +61.9% | -13.8% | +18.5% |
| All | +90.9% | -82.3% | +173.1% | +61.1% |
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 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