+137.1%
EOG vs ALM
+2,100.8%
-1,963.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.7% |
| 7D | +7.6% | +1.2% | +6.4% | +7.6% |
| 30D | +3.4% | -19.3% | +22.7% | +3.6% |
| 3M | +12.7% | -40.6% | +53.4% | +13.2% |
| 6M | +19.0% | -57.9% | +76.9% | +19.9% |
| YTD | +55.6% | -6.7% | +62.3% | +54.2% |
| 1Y | +49.5% | +20.2% | +29.4% | +47.5% |
| 3Y | +43.2% | +879.4% | -836.3% | +33.1% |
| 5Y | +111.8% | +415.3% | -303.4% | +98.1% |
| All | +137.1% | +2,100.8% | -1,963.7% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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