+66.4%
AEP vs EOG
+172.6%
-106.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -0.1% | +2.8% | -2.9% | -0.3% |
| 3M | -3.2% | +5.9% | -9.1% | -3.7% |
| 6M | -5.3% | +17.1% | -22.3% | -6.7% |
| YTD | +9.5% | +43.9% | -34.4% | +6.1% |
| 1Y | +17.5% | +26.9% | -9.4% | +14.9% |
| 3Y | +77.0% | +23.6% | +53.4% | +72.1% |
| 5Y | +66.4% | +178.1% | -111.7% | +53.9% |
| All | +66.4% | +172.6% | -106.3% | +53.9% |
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