+51.5%
EOSE vs ACM
-22.3%
+73.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.1% |
| 7D | +15.0% | -3.7% | +18.6% | +16.8% |
| 30D | +2.5% | -12.7% | +15.1% | +8.1% |
| 3M | -33.7% | -9.8% | -23.9% | -31.6% |
| 6M | -32.7% | -31.4% | -1.3% | -18.7% |
| YTD | -63.8% | -32.1% | -31.7% | -57.1% |
| 1Y | -40.5% | -47.8% | +7.3% | -14.9% |
| All | +51.5% | -22.3% | +73.7% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling