+25.3%
APD vs EOSE
-69.1%
+94.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.7% |
| 7D | -4.6% | +15.0% | -19.6% | -5.2% |
| 30D | -4.2% | +2.5% | -6.7% | -4.5% |
| 3M | +5.0% | -33.7% | +38.7% | +6.2% |
| 6M | +8.9% | -32.7% | +41.7% | +9.2% |
| YTD | +21.9% | -63.8% | +85.7% | +24.4% |
| 1Y | +5.6% | -40.5% | +46.1% | +4.1% |
| 3Y | +6.9% | +50.4% | -43.5% | -5.4% |
| 5Y | +25.3% | -68.6% | +93.9% | +9.2% |
| All | +25.3% | -69.1% | +94.4% | +9.2% |
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