+110.4%
EOG vs ACGL
+263.8%
-153.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +1.3% |
| 7D | -2.0% | -2.9% | +0.9% | -0.7% |
| 30D | +7.9% | -2.8% | +10.7% | +9.3% |
| 3M | +4.5% | +6.8% | -2.3% | +0.8% |
| 6M | +12.3% | -1.5% | +13.8% | +12.2% |
| YTD | +41.9% | -0.2% | +42.1% | +40.3% |
| 1Y | +27.8% | +5.3% | +22.6% | +22.5% |
| 3Y | +21.8% | +30.3% | -8.5% | -0.2% |
| 5Y | +174.0% | +151.8% | +22.2% | +46.7% |
| 10Y | +110.4% | +266.9% | -156.5% | 0.0% |
| All | +110.4% | +263.8% | -153.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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