+174.0%
EOG vs ALM
+1,033.0%
-859.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | +0.1% |
| 7D | -2.0% | +8.4% | -10.4% | -2.1% |
| 30D | +7.9% | +34.8% | -27.0% | +7.7% |
| 3M | +4.5% | +16.2% | -11.7% | +4.4% |
| 6M | +12.3% | +2.1% | +10.2% | +12.2% |
| YTD | +41.9% | +117.0% | -75.2% | +39.7% |
| 1Y | +27.8% | +313.9% | -286.0% | +24.2% |
| 3Y | +21.8% | +2,327.9% | -2,306.1% | +8.6% |
| 5Y | +174.0% | +1,040.6% | -866.6% | +153.1% |
| All | +174.0% | +1,033.0% | -859.0% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling