-61.5%
EOSE vs ALM
+1,605.0%
-1,666.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.5% | +12.4% | +11.1% |
| 7D | +19.0% | -2.6% | +21.6% | +19.5% |
| 30D | +1.6% | +32.0% | -30.4% | -3.2% |
| 3M | -52.0% | -15.0% | -36.9% | -51.2% |
| 6M | -42.5% | -10.1% | -32.4% | -42.3% |
| YTD | -66.1% | +99.4% | -165.6% | -69.3% |
| 1Y | -47.1% | +316.4% | -363.5% | -55.3% |
| 3Y | +0.8% | +2,022.0% | -2,021.2% | -29.5% |
| 5Y | -71.7% | +941.2% | -1,012.8% | -79.3% |
| All | -61.5% | +1,605.0% | -1,666.5% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling