+3,673.3%
EOG vs ACGL
+4,853.1%
-1,179.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.4% |
| 7D | -11.1% | +0.9% | -12.0% | -11.5% |
| 30D | +2.7% | +13.7% | -11.0% | -1.3% |
| 3M | +8.8% | +8.0% | +0.7% | +6.1% |
| 6M | +10.8% | +13.3% | -2.5% | +6.3% |
| YTD | +44.6% | +11.8% | +32.7% | +38.8% |
| 1Y | +44.6% | +22.2% | +22.3% | +35.1% |
| 3Y | +29.5% | +32.5% | -3.0% | +16.3% |
| 5Y | +96.3% | +160.2% | -63.9% | +41.9% |
| 10Y | +122.4% | +338.5% | -216.1% | +41.0% |
| All | +3,673.3% | +4,853.1% | -1,179.8% | +1,778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling