+4,225.4%
EOG vs AEE
+816.1%
+3,409.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | +7.9% | -1.9% | +9.8% | +8.8% |
| 3M | +4.5% | +0.3% | +4.2% | +4.0% |
| 6M | +12.3% | -3.0% | +15.3% | +13.2% |
| YTD | +41.9% | +8.4% | +33.5% | +34.9% |
| 1Y | +27.8% | +9.8% | +18.1% | +20.4% |
| 3Y | +21.8% | +47.4% | -25.7% | -4.1% |
| 5Y | +174.0% | +38.9% | +135.1% | +119.0% |
| 10Y | +110.4% | +183.7% | -73.3% | +1.2% |
| All | +4,225.4% | +816.1% | +3,409.2% | +981.8% |
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