-60.8%
EOSE vs AEE
+52.3%
-113.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | -6.8% | -2.9% | -3.9% | -6.3% |
| 3M | -36.3% | -2.4% | -33.9% | -36.4% |
| 6M | -38.8% | -2.7% | -36.1% | -38.9% |
| YTD | -65.5% | +7.3% | -72.8% | -67.0% |
| 1Y | -45.3% | +7.5% | -52.8% | -47.5% |
| 3Y | +44.2% | +46.2% | -2.0% | +23.5% |
| 5Y | -69.5% | +39.7% | -109.2% | -73.1% |
| All | -60.8% | +52.3% | -113.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling