+37.4%
EOG vs ALC
+3.6%
+33.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.2% |
| 7D | -2.4% | +2.3% | -4.7% | -2.6% |
| 30D | +2.9% | +15.5% | -12.6% | +1.3% |
| 3M | +7.2% | +0.6% | +6.7% | +7.2% |
| 6M | +18.2% | +18.4% | -0.2% | +15.7% |
| YTD | +48.9% | -5.6% | +54.4% | +49.3% |
| 1Y | +46.7% | 0.0% | +46.6% | +45.7% |
| 3Y | +37.4% | +2.8% | +34.6% | +32.6% |
| All | +37.4% | +3.6% | +33.8% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling