+25.9%
EOG vs AFL
+63.5%
-37.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.5% | -1.6% | +3.1% | +1.9% |
| 30D | +2.9% | -4.0% | +7.0% | +4.0% |
| 3M | +8.7% | -0.5% | +9.2% | +8.6% |
| 6M | +12.9% | +6.5% | +6.4% | +10.6% |
| YTD | +43.8% | +6.2% | +37.7% | +40.7% |
| 1Y | +27.1% | +8.3% | +18.8% | +23.4% |
| 3Y | +25.9% | +62.5% | -36.6% | -0.5% |
| All | +25.9% | +63.5% | -37.6% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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