+38.7%
EOSE vs ALLE
+93.1%
-54.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.3% | +6.4% |
| 7D | +6.8% | -0.6% | +7.4% | +7.5% |
| 30D | -25.4% | +26.6% | -52.0% | -34.7% |
| 3M | -54.7% | +13.2% | -67.9% | -57.7% |
| 6M | -76.5% | +42.9% | -119.4% | -81.0% |
| YTD | -83.6% | +21.0% | -104.6% | -85.8% |
| 1Y | -89.7% | +15.2% | -104.9% | -90.7% |
| 3Y | +38.7% | +95.6% | -56.8% | -46.1% |
| All | +38.7% | +93.1% | -54.3% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling