+326.7%
EOG vs ACI
+33.9%
+292.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +7.4% | -0.5% | +7.9% | +7.5% |
| 30D | +2.3% | +4.9% | -2.6% | +1.5% |
| 3M | +9.5% | +11.1% | -1.7% | +7.7% |
| 6M | +17.7% | -14.9% | +32.6% | +19.4% |
| YTD | +52.9% | -19.6% | +72.5% | +56.2% |
| 1Y | +47.7% | -22.7% | +70.4% | +51.7% |
| 3Y | +41.1% | -31.2% | +72.4% | +46.3% |
| 5Y | +108.2% | -42.3% | +150.6% | +117.3% |
| All | +326.7% | +33.9% | +292.9% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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