-81.0%
EOSE vs ALC
+32.6%
-113.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.3% | +3.5% |
| 7D | +9.8% | -1.1% | +10.9% | +10.5% |
| 30D | -2.1% | +16.0% | -18.1% | -10.7% |
| 3M | -54.1% | +0.8% | -54.9% | -54.4% |
| 6M | -76.9% | +16.8% | -93.8% | -79.6% |
| YTD | -83.3% | -5.5% | -77.8% | -83.2% |
| 1Y | -87.4% | -5.3% | -82.2% | -87.5% |
| 3Y | +61.9% | +4.1% | +57.8% | +43.2% |
| 5Y | -82.1% | -7.1% | -75.0% | -82.6% |
| All | -81.0% | +32.6% | -113.7% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling