-60.4%
EOSE vs ALC
+19.1%
-79.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.1% | -2.1% |
| 7D | +14.0% | -7.7% | +21.7% | +19.7% |
| 30D | -5.9% | -11.7% | +5.8% | +1.8% |
| 3M | -34.3% | +0.7% | -34.9% | -35.5% |
| 6M | -37.8% | -17.1% | -20.7% | -30.8% |
| YTD | -65.2% | -15.1% | -50.0% | -62.4% |
| 1Y | -41.9% | -14.1% | -27.8% | -38.8% |
| 3Y | +44.6% | -18.2% | +62.7% | +53.8% |
| 5Y | -69.2% | -19.2% | -50.0% | -67.5% |
| All | -60.4% | +19.1% | -79.5% | -56.8% |
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