-69.2%
EOSE vs ALM
+856.4%
-925.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.6% | +5.7% | -2.0% |
| 7D | +14.0% | -7.1% | +21.1% | +15.7% |
| 30D | -5.9% | +24.7% | -30.6% | -10.1% |
| 3M | -34.3% | +8.3% | -42.6% | -35.7% |
| 6M | -37.8% | -22.2% | -15.6% | -36.0% |
| YTD | -65.2% | +88.1% | -153.3% | -68.7% |
| 1Y | -41.9% | +272.4% | -314.3% | -51.8% |
| 3Y | +44.6% | +2,004.1% | -1,959.6% | -9.1% |
| 5Y | -69.2% | +915.8% | -985.0% | -78.7% |
| All | -69.2% | +856.4% | -925.6% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling