+11.9%
APH vs EOSE
-90.5%
+102.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.4% | +6.5% | -0.1% |
| 7D | -5.0% | -8.4% | +3.4% | -4.2% |
| 30D | -8.4% | -31.0% | +22.6% | -5.2% |
| 3M | -4.5% | -57.0% | +52.5% | +3.2% |
| 6M | +25.3% | -78.3% | +103.6% | +42.9% |
| YTD | +18.9% | -84.8% | +103.7% | +35.0% |
| 1Y | +11.9% | -90.9% | +102.9% | +35.4% |
| All | +11.9% | -90.5% | +102.4% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling