-61.5%
EOSE vs ACM
+53.5%
-115.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.2% | +11.1% |
| 7D | +19.0% | -3.7% | +22.8% | +22.4% |
| 30D | +1.6% | -11.1% | +12.7% | +8.8% |
| 3M | -52.0% | -8.0% | -44.0% | -50.5% |
| 6M | -42.5% | -29.7% | -12.9% | -26.5% |
| YTD | -66.1% | -29.4% | -36.8% | -58.6% |
| 1Y | -47.1% | -46.4% | -0.7% | -16.9% |
| 3Y | +0.8% | -22.3% | +23.1% | +7.4% |
| 5Y | -71.7% | +4.5% | -76.1% | -76.0% |
| All | -61.5% | +53.5% | -115.0% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling