-61.5%
EOSE vs ALC
+26.1%
-87.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.2% | +13.0% | +12.3% |
| 7D | +19.0% | -2.1% | +21.1% | +20.6% |
| 30D | +1.6% | -0.1% | +1.7% | +1.6% |
| 3M | -52.0% | +5.9% | -57.9% | -54.4% |
| 6M | -42.5% | -15.9% | -26.6% | -36.3% |
| YTD | -66.1% | -10.1% | -56.0% | -64.8% |
| 1Y | -47.1% | -10.2% | -36.9% | -45.7% |
| 3Y | +0.8% | -13.6% | +14.3% | +3.9% |
| 5Y | -71.7% | -15.1% | -56.5% | -71.0% |
| All | -61.5% | +26.1% | -87.6% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling