+102.8%
AG vs EOSE
-58.6%
+161.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.5% |
| 7D | -0.1% | +15.0% | -15.1% | -1.8% |
| 30D | +12.5% | +2.5% | +10.0% | +11.7% |
| 3M | +28.2% | -33.7% | +61.9% | +32.5% |
| 6M | -18.8% | -32.7% | +13.9% | -16.9% |
| YTD | +27.4% | -63.8% | +91.2% | +36.3% |
| 1Y | +132.2% | -40.5% | +172.7% | +133.9% |
| 3Y | +286.9% | +50.4% | +236.5% | +228.4% |
| 5Y | +72.8% | -68.6% | +141.3% | +49.8% |
| All | +102.8% | -58.6% | +161.4% | +104.2% |
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