+7,723.6%
EOG vs AJG
+11,150.2%
-3,426.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +1.5% | -8.3% | +9.8% | +4.2% |
| 30D | +2.9% | -5.7% | +8.6% | +4.6% |
| 3M | +8.7% | +9.1% | -0.3% | +5.3% |
| 6M | +12.9% | +15.2% | -2.3% | +7.0% |
| YTD | +43.8% | -6.3% | +50.1% | +44.8% |
| 1Y | +27.1% | -19.1% | +46.2% | +33.5% |
| 3Y | +25.9% | +8.2% | +17.7% | +18.5% |
| 5Y | +177.9% | +75.6% | +102.3% | +121.6% |
| 10Y | +119.7% | +471.1% | -351.5% | +25.4% |
| All | +7,723.6% | +11,150.2% | -3,426.6% | +2,336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling