+133.5%
EOG vs ALM
+2,084.7%
-1,951.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +4.6% | -7.2% | +11.7% | +4.6% |
| 30D | +2.9% | -26.4% | +29.2% | +3.1% |
| 3M | +8.0% | -38.6% | +46.6% | +8.4% |
| 6M | +17.0% | -61.0% | +78.0% | +18.0% |
| YTD | +51.1% | -7.4% | +58.5% | +49.8% |
| 1Y | +45.1% | +14.0% | +31.1% | +43.2% |
| 3Y | +39.4% | +844.4% | -805.0% | +29.7% |
| 5Y | +105.6% | +410.8% | -305.2% | +92.3% |
| 10Y | +133.5% | +2,084.7% | -1,951.3% | +135.9% |
| All | +133.5% | +2,084.7% | -1,951.3% | +135.9% |
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