-67.8%
EOSE vs ACGL
+158.6%
-226.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.4% | +13.3% | +11.2% |
| 7D | +41.4% | -2.9% | +44.4% | +41.9% |
| 30D | +3.6% | -2.8% | +6.4% | +3.8% |
| 3M | -35.7% | +6.8% | -42.5% | -37.3% |
| 6M | -29.9% | -1.5% | -28.3% | -30.3% |
| YTD | -62.5% | -0.2% | -62.3% | -63.3% |
| 1Y | -37.4% | +5.3% | -42.7% | -40.1% |
| 3Y | +55.8% | +30.3% | +25.5% | +25.5% |
| 5Y | -67.8% | +151.8% | -219.6% | -83.5% |
| All | -67.8% | +158.6% | -226.4% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling