-80.2%
EOSE vs ALLE
+107.1%
-187.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.8% | +13.5% | +13.7% |
| 7D | -7.0% | -0.8% | -6.2% | -6.0% |
| 30D | -16.7% | +27.4% | -44.1% | -30.4% |
| 3M | -53.1% | +13.8% | -66.9% | -57.3% |
| 6M | -76.8% | +45.5% | -122.3% | -82.7% |
| YTD | -82.6% | +21.4% | -104.0% | -85.8% |
| 1Y | -89.3% | +15.4% | -104.6% | -90.8% |
| 3Y | +55.5% | +91.7% | -36.2% | -16.8% |
| 5Y | -81.9% | +54.5% | -136.4% | -89.4% |
| All | -80.2% | +107.1% | -187.4% | -87.8% |
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