+174.0%
EOG vs AA
+17.0%
+157.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.4% |
| 30D | +7.9% | +3.3% | +4.6% | +7.0% |
| 3M | +4.5% | -29.4% | +33.9% | +11.6% |
| 6M | +12.3% | -12.8% | +25.1% | +13.1% |
| YTD | +41.9% | -2.1% | +44.0% | +37.9% |
| 1Y | +27.8% | +62.8% | -34.9% | +8.4% |
| 3Y | +21.8% | +90.5% | -68.7% | -7.1% |
| 5Y | +174.0% | +19.1% | +154.9% | +122.9% |
| All | +174.0% | +17.0% | +157.0% | +122.9% |
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