-84.8%
EOSE vs ALC
+4.2%
-89.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.8% | +5.8% | +13.4% |
| 7D | +9.7% | +10.7% | -1.0% | +11.4% |
| 30D | -34.6% | +20.2% | -54.7% | -32.4% |
| 3M | -50.8% | +8.9% | -59.7% | -50.3% |
| 6M | -66.5% | +5.7% | -72.2% | -64.8% |
| YTD | -81.3% | -1.4% | -79.9% | -80.3% |
| 1Y | -84.8% | +4.7% | -89.5% | -84.1% |
| All | -84.8% | +4.2% | -89.0% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling