+44.8%
EOSE vs AS
+125.3%
-80.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.2% | -8.2% |
| 7D | -3.7% | -3.6% | -0.1% | -2.6% |
| 30D | -22.0% | +3.4% | -25.4% | -22.6% |
| 3M | -57.3% | -8.6% | -48.7% | -56.1% |
| 6M | -77.7% | -10.0% | -67.6% | -77.0% |
| YTD | -84.2% | -19.2% | -65.0% | -83.4% |
| 1Y | -89.5% | -3.8% | -85.7% | -89.5% |
| All | +44.8% | +125.3% | -80.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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