+176.4%
EOG vs ACM
+2.7%
+173.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.0% |
| 7D | -1.3% | -3.7% | +2.4% | -0.3% |
| 30D | +3.4% | -12.7% | +16.0% | +7.1% |
| 3M | +7.8% | -9.8% | +17.6% | +10.0% |
| 6M | +13.4% | -31.4% | +44.7% | +26.6% |
| YTD | +43.5% | -32.1% | +75.6% | +58.9% |
| 1Y | +29.7% | -47.8% | +77.5% | +59.9% |
| 3Y | +23.2% | -22.1% | +45.3% | +21.6% |
| 5Y | +176.4% | +1.8% | +174.6% | +134.4% |
| All | +176.4% | +2.7% | +173.7% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling