-60.4%
EOSE vs ACM
+45.0%
-105.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -2.6% |
| 7D | +14.0% | -5.9% | +19.9% | +19.1% |
| 30D | -5.9% | -6.2% | +0.3% | -2.8% |
| 3M | -34.3% | -7.9% | -26.4% | -32.7% |
| 6M | -37.8% | -30.6% | -7.1% | -19.9% |
| YTD | -65.2% | -33.3% | -31.9% | -55.7% |
| 1Y | -41.9% | -49.2% | +7.3% | -5.1% |
| 3Y | +44.6% | -23.5% | +68.0% | +52.7% |
| 5Y | -69.2% | +0.9% | -70.1% | -73.0% |
| All | -60.4% | +45.0% | -105.4% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling