-27.8%
AAL vs EOG
+475.3%
-503.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.4% |
| 7D | -3.7% | +1.3% | -5.0% | -4.2% |
| 30D | -20.8% | +8.2% | -29.0% | -23.2% |
| 3M | -1.3% | +3.8% | -5.1% | -3.9% |
| 6M | +5.4% | +15.3% | -9.9% | -2.5% |
| YTD | -14.4% | +41.7% | -56.1% | -27.0% |
| 1Y | +2.1% | +23.6% | -21.5% | -8.9% |
| 3Y | -10.6% | +23.3% | -33.8% | -21.4% |
| 5Y | -32.2% | +170.4% | -202.6% | -57.9% |
| 10Y | -62.7% | +125.5% | -188.2% | -77.9% |
| All | -27.8% | +475.3% | -503.1% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling