+142.8%
EOG vs ALLE
+260.9%
-118.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +8.2% | -6.8% | +15.0% | +11.2% |
| 3M | +3.8% | +21.0% | -17.2% | -5.6% |
| 6M | +15.3% | +1.1% | +14.2% | +12.7% |
| YTD | +41.7% | -0.5% | +42.2% | +38.9% |
| 1Y | +23.6% | -7.3% | +30.8% | +24.6% |
| 3Y | +23.3% | +42.3% | -19.0% | -1.2% |
| 5Y | +170.4% | +13.5% | +157.0% | +137.1% |
| 10Y | +125.5% | +144.0% | -18.5% | +33.0% |
| All | +142.8% | +260.9% | -118.1% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling