+39.0%
EOG vs AA
+73.1%
-34.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.1% |
| 7D | +4.6% | +1.1% | +3.4% | +4.3% |
| 30D | +2.9% | -1.3% | +4.1% | +2.9% |
| 3M | +8.0% | -23.9% | +31.9% | +11.8% |
| 6M | +17.0% | -36.8% | +53.8% | +23.7% |
| YTD | +51.1% | -22.2% | +73.3% | +52.1% |
| 1Y | +45.1% | +10.4% | +34.8% | +35.9% |
| All | +39.0% | +73.1% | -34.0% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling