+166.2%
EOG vs AGI
+400.3%
-234.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.2% |
| 3M | +8.7% | +4.3% | +4.5% | +8.0% |
| 6M | +12.9% | -27.1% | +40.0% | +16.5% |
| YTD | +43.8% | -6.6% | +50.4% | +41.7% |
| 1Y | +27.1% | +9.5% | +17.5% | +21.1% |
| 3Y | +25.9% | +208.4% | -182.5% | -8.0% |
| All | +166.2% | +400.3% | -234.1% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling