-45.3%
EOSE vs ALM
+247.3%
-292.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +1.7% |
| 7D | +1.8% | -11.8% | +13.6% | +7.2% |
| 30D | -6.8% | +7.8% | -14.6% | -10.4% |
| 3M | -36.3% | -9.3% | -27.0% | -35.4% |
| 6M | -38.8% | -30.5% | -8.3% | -33.4% |
| YTD | -65.5% | +75.8% | -141.4% | -73.7% |
| 1Y | -45.3% | +241.2% | -286.5% | -53.0% |
| All | -45.3% | +247.3% | -292.6% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling