-39.7%
ACI vs EOSE
-70.0%
+30.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.3% |
| 7D | -3.7% | +1.8% | -5.5% | -3.8% |
| 30D | +0.6% | -6.8% | +7.4% | +0.6% |
| 3M | -20.3% | -36.3% | +16.0% | -20.0% |
| 6M | -24.7% | -38.8% | +14.1% | -24.5% |
| YTD | -27.2% | -65.5% | +38.3% | -26.5% |
| 1Y | -32.7% | -45.3% | +12.6% | -33.2% |
| 3Y | -43.9% | +44.2% | -88.1% | -47.5% |
| All | -39.7% | -70.0% | +30.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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