+44.2%
EOG vs ALC
+4.2%
+40.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.8% | -12.1% | -4.9% |
| 7D | -8.6% | +10.7% | -19.3% | -8.3% |
| 30D | +2.8% | +20.2% | -17.4% | +2.9% |
| 3M | +3.2% | +8.9% | -5.7% | +3.6% |
| 6M | +5.3% | +5.7% | -0.4% | +6.2% |
| YTD | +44.5% | -1.4% | +45.9% | +43.6% |
| 1Y | +44.2% | +4.7% | +39.4% | +42.8% |
| All | +44.2% | +4.2% | +40.0% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling