+207.6%
EOG vs ALM
+7,705.7%
-7,498.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | +8.2% | +32.0% | -23.8% | +8.1% |
| 3M | +3.8% | -15.0% | +18.9% | +3.8% |
| 6M | +15.3% | -10.1% | +25.4% | +15.3% |
| YTD | +41.7% | +99.4% | -57.7% | +41.4% |
| 1Y | +23.6% | +316.4% | -292.8% | +23.0% |
| 3Y | +23.3% | +2,022.0% | -1,998.7% | +22.1% |
| 5Y | +170.4% | +941.2% | -770.8% | +168.2% |
| 10Y | +125.5% | +2,950.3% | -2,824.8% | +122.9% |
| All | +207.6% | +7,705.7% | -7,498.2% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling