+4,470.1%
EOG vs AEIS
+1,985.6%
+2,484.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.3% |
| 7D | +7.6% | +11.5% | -3.9% | +5.9% |
| 30D | +3.4% | -15.8% | +19.1% | +5.2% |
| 3M | +12.7% | -33.3% | +46.0% | +17.9% |
| 6M | +19.0% | -35.2% | +54.2% | +23.1% |
| YTD | +55.6% | +5.0% | +50.5% | +48.1% |
| 1Y | +49.5% | +8.5% | +41.1% | +41.5% |
| 3Y | +43.2% | +152.9% | -109.7% | +16.9% |
| 5Y | +111.8% | +144.6% | -32.8% | +71.2% |
| 10Y | +140.4% | +337.1% | -196.7% | +73.8% |
| All | +4,470.1% | +1,985.6% | +2,484.6% | +2,158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling