+133.5%
EOG vs ACGL
+329.5%
-196.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.6% | -1.4% | +5.9% | +5.2% |
| 30D | +2.9% | +12.4% | -9.5% | -3.1% |
| 3M | +8.0% | +11.1% | -3.2% | +2.2% |
| 6M | +17.0% | +16.3% | +0.6% | +7.8% |
| YTD | +51.1% | +13.8% | +37.3% | +39.8% |
| 1Y | +45.1% | +20.4% | +24.7% | +30.3% |
| 3Y | +39.4% | +33.6% | +5.9% | +14.2% |
| 5Y | +105.6% | +176.8% | -71.3% | +4.9% |
| 10Y | +133.5% | +324.6% | -191.1% | -0.6% |
| All | +133.5% | +329.5% | -196.0% | -0.6% |
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