-42.5%
EOSE vs ALLE
-0.4%
-42.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.6% |
| 7D | +19.0% | -0.2% | +19.2% | +18.8% |
| 30D | +1.6% | -6.8% | +8.4% | +2.1% |
| 3M | -52.0% | +21.0% | -73.0% | -52.8% |
| 6M | -42.5% | +1.1% | -43.6% | -32.7% |
| All | -42.5% | -0.4% | -42.1% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling