-35.9%
AAL vs EOG
+179.2%
-215.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | -13.7% | +3.4% | -17.1% | -14.2% |
| 3M | -8.2% | +7.8% | -16.0% | -9.6% |
| 6M | +13.1% | +13.4% | -0.2% | +9.2% |
| YTD | -15.6% | +43.5% | -59.1% | -23.5% |
| 1Y | +1.4% | +29.7% | -28.3% | -5.8% |
| 3Y | -7.4% | +23.2% | -30.6% | -14.2% |
| 5Y | -35.9% | +176.4% | -212.4% | -54.0% |
| All | -35.9% | +179.2% | -215.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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