+170.5%
AEP vs EOG
+121.1%
+49.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | -1.1% | +2.9% | -4.0% | -1.2% |
| 3M | -3.3% | +8.7% | -12.0% | -3.8% |
| 6M | -4.6% | +12.9% | -17.5% | -5.4% |
| YTD | +9.4% | +43.8% | -34.4% | +7.1% |
| 1Y | +16.9% | +27.1% | -10.1% | +15.2% |
| 3Y | +76.6% | +25.9% | +50.7% | +73.4% |
| 5Y | +66.2% | +177.9% | -111.7% | +56.9% |
| All | +170.5% | +121.1% | +49.4% | +145.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling