-2.6%
AGG vs EOG
+169.9%
-172.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.1% | +1.5% | -2.5% | -1.0% |
| 30D | -1.1% | +2.9% | -4.1% | -1.1% |
| 3M | -1.9% | +8.7% | -10.7% | -1.8% |
| 6M | -1.7% | +12.9% | -14.6% | -1.5% |
| YTD | -1.3% | +43.8% | -45.1% | -0.8% |
| 1Y | -0.7% | +27.1% | -27.8% | -0.4% |
| 3Y | +12.5% | +25.9% | -13.4% | +12.9% |
| All | -2.6% | +169.9% | -172.5% | -0.9% |
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