+26.0%
EOG vs AEM
+331.1%
-305.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.2% |
| 7D | +1.0% | -5.0% | +6.1% | +0.9% |
| 30D | +2.8% | +8.5% | -5.6% | +3.1% |
| 3M | +5.9% | +29.3% | -23.4% | +6.6% |
| 6M | +17.1% | -12.9% | +30.0% | +19.2% |
| YTD | +43.9% | +16.8% | +27.2% | +43.3% |
| 1Y | +26.9% | +29.8% | -3.0% | +24.9% |
| All | +26.0% | +331.1% | -305.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 3y: compounded portfolio wealth divided by compounded AEM 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…
3y analysis · Full analysis span regression · 6 months rolling