+119.0%
EOG vs ALM
+2,776.7%
-2,657.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.6% | +9.9% | +0.4% |
| 7D | +1.0% | -7.1% | +8.1% | +1.1% |
| 30D | +2.8% | +24.7% | -21.8% | +2.5% |
| 3M | +5.9% | +8.3% | -2.4% | +5.7% |
| 6M | +17.1% | -22.2% | +39.2% | +17.2% |
| YTD | +43.9% | +88.1% | -44.2% | +41.7% |
| 1Y | +26.9% | +272.4% | -245.5% | +23.1% |
| 3Y | +23.6% | +2,004.1% | -1,980.6% | +13.6% |
| 5Y | +178.1% | +915.8% | -737.7% | +158.5% |
| All | +119.0% | +2,776.7% | -2,657.7% | +110.9% |
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