+23.6%
EOG vs AME
+29.8%
-6.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.1% |
| 7D | +1.3% | +0.6% | +0.7% | +1.5% |
| 30D | +8.2% | -6.7% | +14.9% | +6.3% |
| 3M | +3.8% | +4.1% | -0.2% | +5.0% |
| 6M | +15.3% | +1.6% | +13.7% | +18.3% |
| YTD | +41.7% | +16.1% | +25.6% | +43.2% |
| 1Y | +23.6% | +27.3% | -3.8% | +22.2% |
| All | +23.6% | +29.8% | -6.2% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling