+4,642.7%
EOG vs AEE
+892.1%
+3,750.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +7.6% | +1.7% | +5.9% | +6.7% |
| 30D | +3.4% | +9.7% | -6.4% | -1.5% |
| 3M | +12.7% | +5.9% | +6.8% | +9.2% |
| 6M | +19.0% | +6.7% | +12.3% | +14.3% |
| YTD | +55.6% | +17.4% | +38.2% | +41.7% |
| 1Y | +49.5% | +12.7% | +36.9% | +39.0% |
| 3Y | +43.2% | +68.2% | -25.1% | +5.3% |
| 5Y | +111.8% | +57.3% | +54.5% | +58.6% |
| 10Y | +140.4% | +220.6% | -80.2% | +8.2% |
| All | +4,642.7% | +892.1% | +3,750.6% | +1,036.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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