+147.7%
EOG vs ALLE
+327.3%
-179.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.9% |
| 7D | -11.1% | -0.6% | -10.6% | -11.0% |
| 30D | +2.7% | +25.3% | -22.6% | -6.8% |
| 3M | +8.8% | +10.3% | -1.5% | +3.7% |
| 6M | +10.8% | +38.0% | -27.3% | -5.2% |
| YTD | +44.6% | +17.8% | +26.8% | +31.4% |
| 1Y | +44.6% | +13.6% | +31.0% | +33.5% |
| 3Y | +29.5% | +89.2% | -59.7% | -8.9% |
| 5Y | +96.3% | +51.1% | +45.2% | +49.6% |
| 10Y | +122.4% | +228.1% | -105.7% | +14.5% |
| All | +147.7% | +327.3% | -179.6% | +11.0% |
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