-43.5%
ACN vs EOG
+172.6%
-216.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -7.9% | +1.0% | -8.9% | -8.0% |
| 30D | -1.1% | +2.8% | -3.9% | -1.5% |
| 3M | +5.6% | +5.9% | -0.3% | +4.5% |
| 6M | -9.9% | +17.1% | -27.0% | -12.4% |
| YTD | -32.3% | +43.9% | -76.2% | -36.3% |
| 1Y | -25.3% | +26.9% | -52.2% | -28.4% |
| 3Y | -42.3% | +23.6% | -65.8% | -44.9% |
| 5Y | -43.5% | +178.1% | -221.6% | -52.0% |
| All | -43.5% | +172.6% | -216.1% | -52.0% |
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