+44.2%
EOSE vs AGI
+206.1%
-162.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | +1.8% | -2.7% | +4.5% | +3.3% |
| 30D | -6.8% | +7.2% | -14.1% | -10.5% |
| 3M | -36.3% | +4.3% | -40.5% | -38.5% |
| 6M | -38.8% | -27.1% | -11.7% | -28.5% |
| YTD | -65.5% | -6.6% | -58.9% | -67.1% |
| 1Y | -45.3% | +9.5% | -54.8% | -53.7% |
| 3Y | +44.2% | +208.4% | -164.3% | -40.5% |
| All | +44.2% | +206.1% | -162.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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