+7,705.0%
EOG vs AFL
+18,474.8%
-10,769.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.3% | -2.1% | +0.8% | -0.6% |
| 30D | +3.4% | -5.4% | +8.8% | +5.3% |
| 3M | +7.8% | -0.3% | +8.1% | +7.8% |
| 6M | +13.4% | +5.2% | +8.1% | +10.9% |
| YTD | +43.5% | +5.7% | +37.8% | +39.9% |
| 1Y | +29.7% | +10.2% | +19.5% | +24.4% |
| 3Y | +23.2% | +63.4% | -40.2% | +1.5% |
| 5Y | +176.4% | +133.0% | +43.4% | +100.7% |
| 10Y | +119.1% | +299.5% | -180.4% | +34.7% |
| All | +7,705.0% | +18,474.8% | -10,769.8% | +2,334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling