-47.1%
EOSE vs ALLE
-5.8%
-41.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.8% |
| 7D | +19.0% | -0.2% | +19.2% | +18.8% |
| 30D | +1.6% | -6.8% | +8.4% | +0.9% |
| 3M | -52.0% | +21.0% | -73.0% | -50.8% |
| 6M | -42.5% | +1.1% | -43.6% | -42.6% |
| YTD | -66.1% | -0.5% | -65.6% | -68.0% |
| 1Y | -47.1% | -7.3% | -39.9% | -42.2% |
| All | -47.1% | -5.8% | -41.3% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling