-47.1%
EOSE vs ACM
-45.8%
-1.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.2% | +11.0% |
| 7D | +19.0% | -3.7% | +22.8% | +20.3% |
| 30D | +1.6% | -11.1% | +12.7% | +5.4% |
| 3M | -52.0% | -8.0% | -44.0% | -50.7% |
| 6M | -42.5% | -29.7% | -12.9% | -32.4% |
| YTD | -66.1% | -29.4% | -36.8% | -61.3% |
| 1Y | -47.1% | -46.4% | -0.7% | -17.0% |
| All | -47.1% | -45.8% | -1.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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