+105.6%
EOG vs AA
-11.0%
+116.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.0% |
| 7D | +4.6% | +1.1% | +3.4% | +4.2% |
| 30D | +2.9% | -1.3% | +4.1% | +2.9% |
| 3M | +8.0% | -23.9% | +31.9% | +13.6% |
| 6M | +17.0% | -36.8% | +53.8% | +26.6% |
| YTD | +51.1% | -22.2% | +73.3% | +53.3% |
| 1Y | +45.1% | +10.4% | +34.8% | +34.6% |
| 3Y | +39.4% | +72.0% | -32.6% | +7.4% |
| 5Y | +105.6% | -15.6% | +121.2% | +77.9% |
| All | +105.6% | -11.0% | +116.5% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling