+119.0%
EOG vs AEIS
+531.1%
-412.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.2% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +2.8% | -16.4% | +19.2% | +6.6% |
| 3M | +5.9% | -11.1% | +17.0% | +5.8% |
| 6M | +17.1% | -12.0% | +29.1% | +14.9% |
| YTD | +43.9% | +30.9% | +13.1% | +25.1% |
| 1Y | +26.9% | +74.3% | -47.5% | +0.1% |
| 3Y | +23.6% | +165.2% | -141.6% | -17.9% |
| 5Y | +178.1% | +220.0% | -41.9% | +67.0% |
| All | +119.0% | +531.1% | -412.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling