+44.2%
EOSE vs AEE
+46.3%
-2.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | -6.8% | -2.9% | -3.9% | -6.1% |
| 3M | -36.3% | -2.4% | -33.9% | -36.6% |
| 6M | -38.8% | -2.7% | -36.1% | -39.2% |
| YTD | -65.5% | +7.3% | -72.8% | -68.0% |
| 1Y | -45.3% | +7.5% | -52.8% | -49.0% |
| 3Y | +44.2% | +46.2% | -2.0% | -0.3% |
| All | +44.2% | +46.3% | -2.1% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling