+389.6%
AU vs EOSE
-60.6%
+450.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.3% | +1.8% | -6.1% | -4.4% |
| 30D | +7.3% | -6.8% | +14.1% | +7.5% |
| 3M | +26.3% | -36.3% | +62.6% | +29.1% |
| 6M | +1.8% | -38.8% | +40.5% | +3.6% |
| YTD | +26.8% | -65.5% | +92.3% | +32.1% |
| 1Y | +66.7% | -45.3% | +112.0% | +67.8% |
| 3Y | +579.1% | +44.2% | +534.9% | +518.3% |
| 5Y | +689.3% | -69.5% | +758.8% | +621.3% |
| All | +389.6% | -60.6% | +450.2% | +368.2% |
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 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