+118.9%
EOG vs AGI
+392.3%
-273.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +1.5% | -2.7% | +4.2% | +1.7% |
| 30D | +2.9% | +7.2% | -4.3% | +2.4% |
| 3M | +8.7% | +4.3% | +4.5% | +8.1% |
| 6M | +12.9% | -27.1% | +40.0% | +14.9% |
| YTD | +43.8% | -6.6% | +50.4% | +42.8% |
| 1Y | +27.1% | +9.5% | +17.5% | +24.0% |
| 3Y | +25.9% | +208.4% | -182.5% | +10.5% |
| 5Y | +177.9% | +401.6% | -223.7% | +132.3% |
| All | +118.9% | +392.3% | -273.5% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling