+45.6%
EOSE vs AEIS
+160.8%
-115.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.3% | -1.0% |
| 7D | +14.0% | -0.2% | +14.2% | +14.5% |
| 30D | -5.9% | -16.4% | +10.5% | +5.9% |
| 3M | -34.3% | -11.1% | -23.1% | -30.9% |
| 6M | -37.8% | -12.0% | -25.7% | -35.1% |
| YTD | -65.2% | +30.9% | -96.1% | -73.1% |
| 1Y | -41.9% | +74.3% | -116.3% | -63.5% |
| All | +45.6% | +160.8% | -115.2% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling