+11.8%
AZO vs EOSE
+42.6%
-30.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -3.6% | +1.8% | -5.4% | -3.6% |
| 30D | -5.6% | -6.8% | +1.3% | -5.5% |
| 3M | -6.6% | -36.3% | +29.6% | -6.5% |
| 6M | -22.5% | -38.8% | +16.2% | -22.6% |
| YTD | -15.2% | -65.5% | +50.4% | -15.1% |
| 1Y | -33.9% | -45.3% | +11.4% | -34.0% |
| 3Y | +11.8% | +44.2% | -32.4% | +8.3% |
| All | +11.8% | +42.6% | -30.8% | +8.3% |
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