+24.8%
ACI vs EOSE
-58.6%
+83.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.4% |
| 7D | -5.0% | +15.0% | -20.0% | -5.2% |
| 30D | -2.3% | +2.5% | -4.8% | -2.4% |
| 3M | -23.2% | -33.7% | +10.5% | -23.0% |
| 6M | -29.5% | -32.7% | +3.3% | -29.5% |
| YTD | -28.6% | -63.8% | +35.2% | -28.1% |
| 1Y | -34.0% | -40.5% | +6.5% | -34.5% |
| 3Y | -45.0% | +50.4% | -95.3% | -47.5% |
| 5Y | -44.0% | -68.6% | +24.5% | -49.9% |
| All | +24.8% | -58.6% | +83.5% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling