-60.8%
EOSE vs AEIS
+327.3%
-388.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.9% | -5.9% | -4.7% |
| 7D | +1.8% | +2.3% | -0.5% | +0.1% |
| 30D | -6.8% | -14.8% | +8.0% | +4.3% |
| 3M | -36.3% | -15.6% | -20.7% | -29.8% |
| 6M | -38.8% | -8.7% | -30.1% | -38.0% |
| YTD | -65.5% | +37.3% | -102.9% | -75.1% |
| 1Y | -45.3% | +80.3% | -125.6% | -68.3% |
| 3Y | +44.2% | +177.9% | -133.8% | -44.8% |
| 5Y | -69.5% | +235.8% | -305.3% | -90.1% |
| All | -60.8% | +327.3% | -388.1% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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