-35.1%
AUR vs EOSE
-70.0%
+34.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +1.4% | +1.8% | -0.4% | +0.9% |
| 30D | -6.4% | -6.8% | +0.4% | -5.5% |
| 3M | +7.7% | -36.3% | +44.0% | +16.1% |
| 6M | +44.5% | -38.8% | +83.3% | +53.3% |
| YTD | +67.4% | -65.5% | +133.0% | +93.1% |
| 1Y | +15.4% | -45.3% | +60.7% | +18.1% |
| 3Y | +94.8% | +44.2% | +50.7% | +34.3% |
| All | -35.1% | -70.0% | +34.9% | -47.8% |
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