+7,617.4%
EOG vs AEM
+3,487.5%
+4,129.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -2.0% | +4.3% | -6.3% | -2.6% |
| 30D | +7.9% | +13.1% | -5.2% | +6.0% |
| 3M | +4.5% | +24.8% | -20.3% | +0.8% |
| 6M | +12.3% | -8.2% | +20.5% | +12.2% |
| YTD | +41.9% | +19.8% | +22.0% | +36.2% |
| 1Y | +27.8% | +32.1% | -4.2% | +20.5% |
| 3Y | +21.8% | +348.2% | -326.4% | -4.4% |
| 5Y | +174.0% | +297.5% | -123.5% | +116.4% |
| 10Y | +110.4% | +343.3% | -232.9% | +56.7% |
| All | +7,617.4% | +3,487.5% | +4,129.9% | +4,362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling