-57.3%
EOSE vs ALM
+1,755.4%
-1,812.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.8% | +2.0% | +9.4% |
| 7D | +41.4% | +8.4% | +33.0% | +39.6% |
| 30D | +3.6% | +34.8% | -31.2% | -1.6% |
| 3M | -35.7% | +16.2% | -52.0% | -37.7% |
| 6M | -29.9% | +2.1% | -32.0% | -30.9% |
| YTD | -62.5% | +117.0% | -179.5% | -66.4% |
| 1Y | -37.4% | +313.9% | -351.3% | -47.4% |
| 3Y | +55.8% | +2,327.9% | -2,272.1% | +6.8% |
| 5Y | -67.8% | +1,040.6% | -1,108.5% | -76.8% |
| All | -57.3% | +1,755.4% | -1,812.7% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling