+3,706.6%
EOG vs ACGL
+4,891.8%
-1,185.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -6.0% | -1.1% | -4.9% | -5.8% |
| 30D | +0.9% | +13.1% | -12.3% | -2.9% |
| 3M | +10.9% | +9.8% | +1.1% | +7.7% |
| 6M | +15.8% | +15.3% | +0.5% | +10.6% |
| YTD | +45.8% | +12.7% | +33.1% | +39.7% |
| 1Y | +45.3% | +20.7% | +24.6% | +36.3% |
| 3Y | +36.2% | +34.3% | +1.9% | +21.8% |
| 5Y | +94.0% | +170.6% | -76.6% | +38.6% |
| 10Y | +120.5% | +330.6% | -210.1% | +40.3% |
| All | +3,706.6% | +4,891.8% | -1,185.2% | +1,791.2% |
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