+38.1%
EOSE vs ACGL
+35.2%
+2.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.7% | +12.6% | +10.3% |
| 7D | +19.0% | -0.7% | +19.8% | +18.8% |
| 30D | +1.6% | -1.0% | +2.6% | +1.5% |
| 3M | -52.0% | +11.0% | -63.0% | -50.6% |
| 6M | -42.5% | -0.3% | -42.2% | -41.8% |
| YTD | -66.1% | +2.3% | -68.4% | -65.6% |
| 1Y | -47.1% | +6.4% | -53.5% | -46.5% |
| All | +38.1% | +35.2% | +2.9% | +59.0% |
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