+174.0%
EOG vs ALC
-15.6%
+189.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -2.0% | -3.7% | +1.6% | -1.4% |
| 30D | +7.9% | -3.7% | +11.6% | +8.5% |
| 3M | +4.5% | +4.6% | -0.1% | +3.5% |
| 6M | +12.3% | -14.6% | +26.9% | +15.0% |
| YTD | +41.9% | -11.9% | +53.7% | +44.1% |
| 1Y | +27.8% | -13.1% | +41.0% | +30.0% |
| 3Y | +21.8% | -15.0% | +36.8% | +22.5% |
| 5Y | +174.0% | -16.2% | +190.2% | +169.9% |
| All | +174.0% | -15.6% | +189.6% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling