+43.1%
ALB vs EOSE
-57.1%
+100.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +1.4% |
| 7D | -4.4% | +41.4% | -45.9% | -8.2% |
| 30D | -1.2% | +3.6% | -4.8% | -2.1% |
| 3M | -13.3% | -35.7% | +22.4% | -10.3% |
| 6M | -19.8% | -29.9% | +10.1% | -19.1% |
| YTD | -7.9% | -62.5% | +54.5% | -2.4% |
| 1Y | +60.2% | -37.4% | +97.6% | +58.4% |
| 3Y | -26.4% | +55.8% | -82.2% | -41.0% |
| 5Y | -42.5% | -67.8% | +25.3% | -52.6% |
| All | +43.1% | -57.1% | +100.2% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling