-67.8%
EOSE vs ALLE
+17.0%
-84.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +11.4% |
| 7D | +41.4% | +2.8% | +38.7% | +38.6% |
| 30D | +3.6% | -7.6% | +11.2% | +11.1% |
| 3M | -35.7% | +22.8% | -58.5% | -47.3% |
| 6M | -29.9% | +4.6% | -34.5% | -33.7% |
| YTD | -62.5% | -1.2% | -61.3% | -64.5% |
| 1Y | -37.4% | -9.1% | -28.3% | -35.2% |
| 3Y | +55.8% | +50.0% | +5.8% | -8.6% |
| 5Y | -67.8% | +15.2% | -83.1% | -77.9% |
| All | -67.8% | +17.0% | -84.8% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling