+531.6%
EOG vs AG
+288.7%
+242.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +7.9% | +2.9% |
| 7D | -2.4% | +6.0% | -8.3% | -3.4% |
| 30D | +2.9% | -13.5% | +16.5% | +4.7% |
| 3M | +7.2% | -20.7% | +27.9% | +10.0% |
| 6M | +18.2% | -31.5% | +49.7% | +22.1% |
| YTD | +48.9% | -10.1% | +59.0% | +43.6% |
| 1Y | +46.7% | +26.0% | +20.7% | +33.1% |
| 3Y | +37.4% | +228.9% | -191.5% | -0.7% |
| 5Y | +103.9% | +8.7% | +95.2% | +70.7% |
| 10Y | +127.0% | +71.9% | +55.1% | +50.3% |
| All | +531.6% | +288.7% | +242.9% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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