-82.7%
EOSE vs ALLE
+105.4%
-188.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.0% |
| 7D | -8.4% | +0.1% | -8.5% | -8.0% |
| 30D | -31.0% | +25.9% | -56.9% | -41.8% |
| 3M | -57.0% | +14.9% | -71.9% | -61.2% |
| 6M | -78.3% | +42.1% | -120.4% | -83.6% |
| YTD | -84.8% | +20.4% | -105.2% | -87.5% |
| 1Y | -90.9% | +14.9% | -105.8% | -92.2% |
| 3Y | +35.9% | +90.1% | -54.2% | -26.8% |
| 5Y | -84.1% | +53.0% | -137.0% | -90.7% |
| All | -82.7% | +105.4% | -188.1% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling