+96.4%
AGG vs EOG
+2,059.9%
-1,963.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | -0.9% | +1.0% | -2.0% | -0.9% |
| 30D | -1.0% | +2.8% | -3.8% | -0.9% |
| 3M | -1.3% | +5.9% | -7.2% | -1.2% |
| 6M | -2.1% | +17.1% | -19.1% | -2.0% |
| YTD | -1.2% | +43.9% | -45.2% | -1.0% |
| 1Y | -0.5% | +26.9% | -27.4% | -0.3% |
| 3Y | +12.4% | +23.6% | -11.1% | +12.6% |
| 5Y | -2.4% | +178.1% | -180.5% | -1.8% |
| 10Y | +14.3% | +119.8% | -105.5% | +14.8% |
| All | +96.4% | +2,059.9% | -1,963.6% | +92.1% |
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