+51.5%
EOSE vs ALM
+2,150.5%
-2,099.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -2.7% |
| 7D | +15.0% | +3.6% | +11.3% | +14.3% |
| 30D | +2.5% | +33.8% | -31.3% | -3.2% |
| 3M | -33.7% | +14.8% | -48.5% | -35.9% |
| 6M | -32.7% | -7.0% | -25.8% | -33.1% |
| YTD | -63.8% | +108.1% | -171.8% | -67.3% |
| 1Y | -40.5% | +313.8% | -354.3% | -48.6% |
| All | +51.5% | +2,150.5% | -2,099.0% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling