-58.8%
EOSE vs ALLE
+63.9%
-122.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -1.4% |
| 7D | +15.0% | -2.2% | +17.1% | +16.9% |
| 30D | +2.5% | -8.3% | +10.8% | +9.7% |
| 3M | -33.7% | +16.3% | -50.0% | -41.8% |
| 6M | -32.7% | +1.8% | -34.5% | -34.7% |
| YTD | -63.8% | -3.9% | -59.8% | -64.7% |
| 1Y | -40.5% | -10.0% | -30.5% | -38.3% |
| 3Y | +50.4% | +45.8% | +4.5% | -0.3% |
| 5Y | -68.6% | +13.3% | -81.8% | -78.0% |
| All | -58.8% | +63.9% | -122.7% | -69.7% |
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