+4,063.1%
EOG vs AEIS
+2,566.8%
+1,496.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | +1.3% | +3.0% | -1.7% | +0.8% |
| 30D | +8.2% | -14.6% | +22.8% | +10.3% |
| 3M | +3.8% | -12.4% | +16.3% | +4.2% |
| 6M | +15.3% | -15.0% | +30.3% | +15.0% |
| YTD | +41.7% | +34.3% | +7.4% | +31.6% |
| 1Y | +23.6% | +87.4% | -63.8% | +8.5% |
| 3Y | +23.3% | +139.8% | -116.5% | +2.4% |
| 5Y | +170.4% | +220.7% | -50.3% | +112.3% |
| 10Y | +125.5% | +531.6% | -406.1% | +56.6% |
| All | +4,063.1% | +2,566.8% | +1,496.3% | +1,907.4% |
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