-84.8%
EOSE vs ACGL
+28.7%
-113.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.7% | +10.0% | +16.3% |
| 7D | +9.7% | +8.0% | +1.8% | +22.5% |
| 30D | -34.6% | +17.3% | -51.9% | -17.0% |
| 3M | -50.8% | +11.2% | -62.0% | -41.6% |
| 6M | -66.5% | +18.2% | -84.6% | -55.5% |
| YTD | -81.3% | +15.4% | -96.7% | -75.7% |
| 1Y | -84.8% | +26.5% | -111.4% | -84.3% |
| All | -84.8% | +28.7% | -113.5% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling