-57.3%
EOSE vs ALC
-0.7%
-56.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.9% | -8.2% | -8.6% |
| 7D | -3.7% | -6.2% | +2.4% | -0.4% |
| 30D | -22.0% | +14.0% | -36.0% | -21.9% |
| 3M | -57.3% | -2.4% | -54.9% | -55.9% |
| All | -57.3% | -0.7% | -56.6% | -55.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling