+471.2%
EOG vs ACM
+230.8%
+240.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +1.3% | -3.7% | +5.0% | +3.2% |
| 30D | +8.2% | -11.1% | +19.3% | +13.4% |
| 3M | +3.8% | -8.0% | +11.8% | +6.2% |
| 6M | +15.3% | -29.7% | +45.0% | +33.9% |
| YTD | +41.7% | -29.4% | +71.1% | +61.8% |
| 1Y | +23.6% | -46.4% | +70.0% | +61.7% |
| 3Y | +23.3% | -22.3% | +45.6% | +28.8% |
| 5Y | +170.4% | +4.5% | +166.0% | +136.8% |
| 10Y | +125.5% | +127.6% | -2.1% | +27.6% |
| All | +471.2% | +230.8% | +240.4% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling