+257.6%
ALAB vs EOSE
+91.0%
+166.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -4.0% |
| 7D | +16.3% | +9.8% | +6.5% | +13.5% |
| 30D | -26.1% | -2.1% | -24.1% | -26.2% |
| 3M | -31.3% | -54.1% | +22.8% | -19.5% |
| 6M | -1.0% | -76.9% | +75.9% | +32.9% |
| YTD | +33.3% | -83.3% | +116.7% | +82.8% |
| 1Y | +53.5% | -87.4% | +141.0% | +121.3% |
| All | +257.6% | +91.0% | +166.6% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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