-61.5%
EOSE vs ALLE
+69.7%
-131.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.1% |
| 7D | +19.0% | -0.2% | +19.2% | +19.6% |
| 30D | +1.6% | -6.8% | +8.4% | +7.5% |
| 3M | -52.0% | +21.0% | -73.0% | -59.1% |
| 6M | -42.5% | +1.1% | -43.6% | -43.7% |
| YTD | -66.1% | -0.5% | -65.6% | -67.8% |
| 1Y | -47.1% | -7.3% | -39.9% | -46.4% |
| 3Y | +0.8% | +42.3% | -41.5% | -31.1% |
| 5Y | -71.7% | +13.5% | -85.1% | -80.6% |
| All | -61.5% | +69.7% | -131.2% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling