-9.0%
AUR vs EOSE
-85.5%
+76.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.6% | -17.1% | -7.6% |
| 7D | -19.8% | +9.7% | -29.6% | -22.1% |
| 30D | -29.0% | -34.6% | +5.5% | -22.3% |
| 3M | -43.6% | -50.8% | +7.2% | -34.4% |
| 6M | -36.6% | -66.5% | +29.8% | -21.3% |
| YTD | +6.3% | -81.3% | +87.6% | +47.0% |
| 1Y | -9.0% | -84.8% | +75.8% | +31.5% |
| All | -9.0% | -85.5% | +76.5% | +31.5% |
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