+30.2%
ALB vs EOSE
-60.6%
+90.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -6.6% | +1.8% | -8.4% | -6.8% |
| 30D | -8.1% | -6.8% | -1.3% | -7.9% |
| 3M | -25.7% | -36.3% | +10.6% | -23.0% |
| 6M | -29.5% | -38.8% | +9.3% | -27.8% |
| YTD | -16.2% | -65.5% | +49.3% | -10.4% |
| 1Y | +59.2% | -45.3% | +104.5% | +59.8% |
| 3Y | -33.7% | +44.2% | -77.9% | -46.4% |
| 5Y | -48.1% | -69.5% | +21.4% | -56.9% |
| All | +30.2% | -60.6% | +90.8% | +13.9% |
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