+47.7%
EOG vs ACM
-46.1%
+93.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +7.4% | +5.1% | +2.3% | +7.8% |
| 30D | +2.3% | +18.7% | -16.4% | +3.3% |
| 3M | +9.5% | +15.5% | -6.0% | +10.5% |
| 6M | +17.7% | +1.2% | +16.5% | +17.9% |
| YTD | +52.9% | -25.2% | +78.1% | +52.0% |
| 1Y | +47.7% | -46.3% | +94.0% | +54.9% |
| All | +47.7% | -46.1% | +93.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling