+285.6%
APH vs EOG
+22.4%
+263.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +5.0% | +1.3% | +3.7% | +4.9% |
| 30D | -3.9% | +8.2% | -12.0% | -4.4% |
| 3M | +13.0% | +3.8% | +9.1% | +12.8% |
| 6M | +25.2% | +15.3% | +9.8% | +22.0% |
| YTD | +22.9% | +41.7% | -18.8% | +14.1% |
| 1Y | +47.8% | +23.6% | +24.3% | +42.2% |
| All | +285.6% | +22.4% | +263.3% | +266.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling