+176.4%
EOG vs AEIS
+238.7%
-62.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -1.3% | +6.5% | -7.8% | -2.0% |
| 30D | +3.4% | -9.2% | +12.5% | +4.3% |
| 3M | +7.8% | -8.3% | +16.2% | +7.4% |
| 6M | +13.4% | -6.3% | +19.7% | +10.9% |
| YTD | +43.5% | +36.5% | +7.0% | +29.6% |
| 1Y | +29.7% | +84.8% | -55.1% | +8.7% |
| 3Y | +23.2% | +176.6% | -153.4% | -9.1% |
| 5Y | +176.4% | +237.1% | -60.7% | +88.0% |
| All | +176.4% | +238.7% | -62.3% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling