-69.6%
EOSE vs ALC
-20.7%
-48.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | +1.8% | -6.3% | +8.1% | +6.2% |
| 30D | -6.8% | -10.3% | +3.4% | 0.0% |
| 3M | -36.3% | -0.7% | -35.6% | -37.0% |
| 6M | -38.8% | -17.8% | -20.9% | -31.1% |
| YTD | -65.5% | -15.8% | -49.7% | -62.5% |
| 1Y | -45.3% | -16.7% | -28.6% | -40.8% |
| 3Y | +44.2% | -19.7% | +63.9% | +54.9% |
| All | -69.6% | -20.7% | -48.9% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling