-86.4%
EOSE vs ABCL
-80.4%
-6.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -4.1% | +18.5% | +15.6% |
| 7D | -7.0% | -2.7% | -4.3% | -6.4% |
| 30D | -16.7% | -5.4% | -11.3% | -15.0% |
| 3M | -53.1% | +22.4% | -75.5% | -56.3% |
| 6M | -76.8% | +127.6% | -204.4% | -82.7% |
| YTD | -82.6% | +249.4% | -332.1% | -88.8% |
| 1Y | -89.3% | +198.0% | -287.3% | -92.7% |
| 3Y | +55.5% | +195.8% | -140.3% | -1.9% |
| 5Y | -81.9% | -20.6% | -61.3% | -85.6% |
| All | -86.4% | -80.4% | -6.0% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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