-81.0%
EOSE vs ALLE
+108.1%
-189.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.8% |
| 7D | +9.8% | +3.6% | +6.2% | +7.3% |
| 30D | -2.1% | +25.9% | -27.9% | -17.3% |
| 3M | -54.1% | +15.8% | -69.8% | -58.7% |
| 6M | -76.9% | +48.1% | -125.0% | -83.1% |
| YTD | -83.3% | +22.0% | -105.3% | -86.4% |
| 1Y | -87.4% | +18.0% | -105.5% | -89.4% |
| 3Y | +61.9% | +93.1% | -31.2% | -13.8% |
| 5Y | -82.1% | +52.1% | -134.1% | -89.5% |
| All | -81.0% | +108.1% | -189.1% | -88.3% |
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