+51.5%
EOSE vs ALC
-16.2%
+67.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.0% |
| 7D | +15.0% | -5.3% | +20.2% | +17.5% |
| 30D | +2.5% | -7.1% | +9.5% | +5.8% |
| 3M | -33.7% | +0.8% | -34.5% | -34.4% |
| 6M | -32.7% | -16.0% | -16.8% | -26.2% |
| YTD | -63.8% | -12.7% | -51.0% | -61.6% |
| 1Y | -40.5% | -12.8% | -27.7% | -37.7% |
| All | +51.5% | -16.2% | +67.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling