+369.5%
ALAB vs EOSE
+295.0%
+74.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -6.2% | +1.8% | -8.0% | -6.9% |
| 30D | -8.7% | -6.8% | -1.8% | -8.2% |
| 3M | -20.7% | -36.3% | +15.5% | -13.8% |
| 6M | +133.5% | -38.8% | +172.3% | +149.4% |
| YTD | +75.1% | -65.5% | +140.6% | +105.0% |
| 1Y | +25.0% | -45.3% | +70.3% | +32.0% |
| All | +369.5% | +295.0% | +74.5% | +225.4% |
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