-68.6%
EOSE vs ACM
+2.7%
-71.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -1.1% |
| 7D | +15.0% | -3.7% | +18.6% | +18.3% |
| 30D | +2.5% | -12.7% | +15.1% | +11.8% |
| 3M | -33.7% | -9.8% | -23.9% | -30.7% |
| 6M | -32.7% | -31.4% | -1.3% | -10.1% |
| YTD | -63.8% | -32.1% | -31.7% | -53.6% |
| 1Y | -40.5% | -47.8% | +7.3% | +0.5% |
| 3Y | +50.4% | -22.1% | +72.4% | +49.4% |
| 5Y | -68.6% | +1.8% | -70.4% | -76.7% |
| All | -68.6% | +2.7% | -71.3% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling