+7,608.4%
EOG vs AA
+295.2%
+7,313.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +8.2% | +5.0% | +3.2% | +5.9% |
| 3M | +3.8% | -35.8% | +39.7% | +19.3% |
| 6M | +15.3% | -18.4% | +33.7% | +19.1% |
| YTD | +41.7% | -5.5% | +47.2% | +37.1% |
| 1Y | +23.6% | +61.0% | -37.4% | -3.8% |
| 3Y | +23.3% | +66.2% | -42.9% | -13.9% |
| 5Y | +170.4% | +11.4% | +159.0% | +96.8% |
| 10Y | +125.5% | +116.9% | +8.6% | +6.6% |
| All | +7,608.4% | +295.2% | +7,313.2% | +2,466.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling