+115.6%
EOG vs AEM
+252.0%
-136.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +7.6% | -6.8% | +14.5% | +8.1% |
| 30D | +3.4% | +0.8% | +2.6% | +3.1% |
| 3M | +12.7% | -0.8% | +13.6% | +12.2% |
| 6M | +19.0% | -8.5% | +27.5% | +19.7% |
| YTD | +55.6% | +5.9% | +49.6% | +50.4% |
| 1Y | +49.5% | +6.6% | +42.9% | +44.1% |
| 3Y | +43.2% | +302.2% | -259.0% | -4.7% |
| All | +115.6% | +252.0% | -136.4% | +46.2% |
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