-41.9%
EOSE vs ACM
-48.9%
+7.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.3% |
| 7D | +14.0% | -5.9% | +19.9% | +16.0% |
| 30D | -5.9% | -6.2% | +0.3% | -4.4% |
| 3M | -34.3% | -7.9% | -26.4% | -33.6% |
| 6M | -37.8% | -30.6% | -7.1% | -26.7% |
| YTD | -65.2% | -33.3% | -31.9% | -59.5% |
| 1Y | -41.9% | -49.2% | +7.3% | -6.5% |
| All | -41.9% | -48.9% | +7.0% | -6.5% |
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