-60.8%
EOSE vs ALM
+1,403.2%
-1,463.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +0.1% |
| 7D | +1.8% | -11.8% | +13.6% | +4.0% |
| 30D | -6.8% | +7.8% | -14.6% | -8.1% |
| 3M | -36.3% | -9.3% | -27.0% | -35.7% |
| 6M | -38.8% | -30.5% | -8.3% | -36.3% |
| YTD | -65.5% | +75.8% | -141.4% | -68.1% |
| 1Y | -45.3% | +241.2% | -286.5% | -52.4% |
| 3Y | +44.2% | +1,872.6% | -1,828.5% | +2.3% |
| 5Y | -69.5% | +849.6% | -919.1% | -77.2% |
| All | -60.8% | +1,403.2% | -1,463.9% | -69.4% |
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