-80.2%
EOSE vs ACGL
+272.1%
-352.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | 0.0% | +14.3% | +14.4% |
| 7D | -7.0% | -1.4% | -5.6% | -6.9% |
| 30D | -16.7% | +12.4% | -29.1% | -17.7% |
| 3M | -53.1% | +11.1% | -64.2% | -53.7% |
| 6M | -76.8% | +16.3% | -93.1% | -77.4% |
| YTD | -82.6% | +13.8% | -96.4% | -83.2% |
| 1Y | -89.3% | +20.4% | -109.7% | -89.8% |
| 3Y | +55.5% | +33.6% | +21.9% | +38.5% |
| 5Y | -81.9% | +176.8% | -258.7% | -88.3% |
| All | -80.2% | +272.1% | -352.4% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling