-83.0%
EOSE vs ALC
-9.8%
-73.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.9% | -8.2% | -8.5% |
| 7D | -3.7% | -6.2% | +2.4% | +0.5% |
| 30D | -22.0% | +14.0% | -36.0% | -28.5% |
| 3M | -57.3% | -2.4% | -54.9% | -56.7% |
| 6M | -77.7% | +12.6% | -90.3% | -79.9% |
| YTD | -84.2% | -8.4% | -75.8% | -83.8% |
| 1Y | -89.5% | -9.1% | -80.4% | -89.2% |
| 3Y | +41.4% | -0.3% | +41.7% | +25.1% |
| 5Y | -83.0% | -9.9% | -73.1% | -82.8% |
| All | -83.0% | -9.8% | -73.2% | -82.8% |
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 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