+166.2%
EOG vs AEM
+306.3%
-140.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.3% |
| 7D | +1.5% | -2.1% | +3.6% | +1.7% |
| 30D | +2.9% | +8.4% | -5.5% | +1.9% |
| 3M | +8.7% | +27.3% | -18.6% | +5.6% |
| 6M | +12.9% | -9.7% | +22.6% | +14.4% |
| YTD | +43.8% | +19.0% | +24.9% | +38.0% |
| 1Y | +27.1% | +31.5% | -4.4% | +18.7% |
| 3Y | +25.9% | +338.7% | -312.8% | -15.7% |
| All | +166.2% | +306.3% | -140.1% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling