+133.0%
EOG vs AA
+44.7%
+88.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | +7.4% | +5.3% | +2.1% | +5.5% |
| 30D | +2.3% | -2.3% | +4.5% | +2.6% |
| 3M | +9.5% | -20.8% | +30.3% | +17.0% |
| 6M | +17.7% | -39.8% | +57.5% | +34.7% |
| YTD | +52.9% | -23.3% | +76.2% | +57.2% |
| 1Y | +47.7% | +1.8% | +45.8% | +36.6% |
| 3Y | +41.1% | +69.5% | -28.4% | -2.1% |
| 5Y | +108.2% | -18.0% | +126.2% | +70.2% |
| All | +133.0% | +44.7% | +88.4% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling