+2,231.7%
AEP vs EOG
+7,424.5%
-5,192.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.0% | -2.0% | +4.0% | +2.2% |
| 30D | +0.5% | +7.9% | -7.4% | -0.4% |
| 3M | -0.3% | +4.5% | -4.8% | -1.0% |
| 6M | -3.5% | +12.3% | -15.8% | -5.0% |
| YTD | +11.3% | +41.9% | -30.6% | +6.5% |
| 1Y | +20.2% | +27.8% | -7.6% | +16.4% |
| 3Y | +79.8% | +21.8% | +58.0% | +73.6% |
| 5Y | +65.6% | +174.0% | -108.4% | +43.2% |
| 10Y | +169.3% | +110.4% | +58.9% | +125.6% |
| All | +2,231.7% | +7,424.5% | -5,192.7% | +1,304.3% |
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