-60.4%
EOSE vs AGI
+304.0%
-364.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.5% | -2.3% |
| 7D | +14.0% | -5.3% | +19.3% | +16.6% |
| 30D | -5.9% | +6.8% | -12.6% | -8.8% |
| 3M | -34.3% | +8.3% | -42.6% | -37.3% |
| 6M | -37.8% | -29.2% | -8.5% | -28.2% |
| YTD | -65.2% | -7.3% | -57.9% | -65.8% |
| 1Y | -41.9% | +8.0% | -50.0% | -47.3% |
| 3Y | +44.6% | +206.6% | -162.0% | -16.8% |
| 5Y | -69.2% | +398.1% | -467.3% | -85.5% |
| All | -60.4% | +304.0% | -364.4% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling