+8.8%
AWK vs EOSE
+44.0%
-35.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | -0.4% |
| 7D | -0.7% | +14.0% | -14.7% | -0.7% |
| 30D | +2.8% | -5.9% | +8.7% | +2.8% |
| 3M | +11.3% | -34.3% | +45.6% | +11.2% |
| 6M | +6.7% | -37.8% | +44.5% | +6.5% |
| YTD | +9.4% | -65.2% | +74.6% | +9.3% |
| 1Y | +3.7% | -41.9% | +45.6% | +2.6% |
| All | +8.8% | +44.0% | -35.2% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling