+118.9%
EOG vs AJG
+473.1%
-354.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.5% |
| 7D | +1.5% | -8.3% | +9.8% | +5.3% |
| 30D | +2.9% | -5.7% | +8.6% | +5.3% |
| 3M | +8.7% | +9.1% | -0.3% | +3.6% |
| 6M | +12.9% | +15.2% | -2.3% | +4.2% |
| YTD | +43.8% | -6.3% | +50.1% | +45.4% |
| 1Y | +27.1% | -19.1% | +46.2% | +37.6% |
| 3Y | +25.9% | +8.2% | +17.7% | +11.3% |
| 5Y | +177.9% | +75.6% | +102.3% | +74.9% |
| All | +118.9% | +473.1% | -354.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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