-81.0%
EOSE vs ALM
+697.7%
-778.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.7% | -2.2% | +4.1% |
| 7D | +9.8% | +1.2% | +8.5% | +9.7% |
| 30D | -2.1% | -19.3% | +17.3% | +1.9% |
| 3M | -54.1% | -40.6% | -13.4% | -49.6% |
| 6M | -76.9% | -57.9% | -19.0% | -73.4% |
| YTD | -83.3% | -6.7% | -76.6% | -82.7% |
| 1Y | -87.4% | +20.2% | -107.6% | -87.4% |
| 3Y | +61.9% | +879.4% | -817.6% | +30.6% |
| 5Y | -82.1% | +415.3% | -497.3% | -85.0% |
| All | -81.0% | +697.7% | -778.7% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling