+26.0%
EOG vs AGI
+204.0%
-178.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | +1.0% | -5.3% | +6.3% | +1.0% |
| 30D | +2.8% | +6.8% | -3.9% | +2.9% |
| 3M | +5.9% | +8.3% | -2.4% | +6.2% |
| 6M | +17.1% | -29.2% | +46.3% | +19.0% |
| YTD | +43.9% | -7.3% | +51.2% | +43.2% |
| 1Y | +26.9% | +8.0% | +18.8% | +24.8% |
| All | +26.0% | +204.0% | -178.0% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling