-40.5%
EOSE vs ALLE
-11.2%
-29.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -3.3% |
| 7D | +15.0% | -2.2% | +17.1% | +15.1% |
| 30D | +2.5% | -8.3% | +10.8% | +2.3% |
| 3M | -33.7% | +16.3% | -50.0% | -32.2% |
| 6M | -32.7% | +1.8% | -34.5% | -31.9% |
| YTD | -63.8% | -3.9% | -59.8% | -65.8% |
| 1Y | -40.5% | -10.0% | -30.5% | -33.7% |
| All | -40.5% | -11.2% | -29.4% | -33.7% |
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 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