+102.4%
EOG vs ALC
+20.4%
+82.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -1.3% | -5.3% | +4.0% | +0.4% |
| 30D | +3.4% | -7.1% | +10.4% | +5.8% |
| 3M | +7.8% | +0.8% | +7.1% | +7.2% |
| 6M | +13.4% | -16.0% | +29.3% | +19.0% |
| YTD | +43.5% | -12.7% | +56.2% | +48.2% |
| 1Y | +29.7% | -12.8% | +42.5% | +33.5% |
| 3Y | +23.2% | -15.8% | +39.0% | +24.4% |
| 5Y | +176.4% | -16.7% | +193.1% | +174.0% |
| All | +102.4% | +20.4% | +82.1% | +58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling