+53.4%
EOSE vs ACGL
+33.3%
+20.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.1% | -9.1% | -9.0% |
| 7D | -3.7% | -1.2% | -2.5% | -4.2% |
| 30D | -22.0% | +12.8% | -34.8% | -18.1% |
| 3M | -57.3% | +12.3% | -69.6% | -55.1% |
| 6M | -77.7% | +15.8% | -93.5% | -76.2% |
| YTD | -84.2% | +13.9% | -98.1% | -83.2% |
| 1Y | -89.5% | +19.0% | -108.5% | -88.9% |
| All | +53.4% | +33.3% | +20.1% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling