-57.3%
EOSE vs AEIS
+329.5%
-386.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.8% | +8.0% | +8.7% |
| 7D | +41.4% | +8.1% | +33.3% | +33.7% |
| 30D | +3.6% | -11.1% | +14.8% | +12.5% |
| 3M | -35.7% | -5.6% | -30.1% | -35.3% |
| 6M | -29.9% | -0.6% | -29.2% | -33.5% |
| YTD | -62.5% | +38.0% | -100.5% | -73.0% |
| 1Y | -37.4% | +87.2% | -124.6% | -64.7% |
| 3Y | +55.8% | +179.7% | -123.9% | -40.5% |
| 5Y | -67.8% | +241.7% | -309.6% | -89.7% |
| All | -57.3% | +329.5% | -386.8% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling