+120.5%
EOG vs ALLE
+233.6%
-113.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.2% |
| 7D | -6.0% | -0.6% | -5.4% | -5.8% |
| 30D | +0.9% | +26.6% | -25.8% | -8.6% |
| 3M | +10.9% | +13.2% | -2.3% | +4.9% |
| 6M | +15.8% | +42.9% | -27.1% | -1.8% |
| YTD | +45.8% | +21.0% | +24.8% | +31.7% |
| 1Y | +45.3% | +15.2% | +30.1% | +34.1% |
| 3Y | +36.2% | +95.6% | -59.4% | -5.1% |
| 5Y | +94.0% | +53.4% | +40.5% | +48.3% |
| 10Y | +120.5% | +221.5% | -101.0% | +28.4% |
| All | +120.5% | +233.6% | -113.1% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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