-58.8%
EOSE vs AEE
+54.2%
-113.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.4% |
| 7D | +15.0% | +1.1% | +13.9% | +14.7% |
| 30D | +2.5% | 0.0% | +2.5% | +2.4% |
| 3M | -33.7% | -0.9% | -32.8% | -34.1% |
| 6M | -32.7% | -2.4% | -30.3% | -32.9% |
| YTD | -63.8% | +8.6% | -72.4% | -65.4% |
| 1Y | -40.5% | +10.2% | -50.7% | -43.3% |
| 3Y | +50.4% | +47.8% | +2.5% | +28.5% |
| 5Y | -68.6% | +40.1% | -108.7% | -72.7% |
| All | -58.8% | +54.2% | -113.0% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling