+118.9%
EOG vs AME
+445.1%
-326.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.3% | -2.2% |
| 7D | +1.5% | +1.7% | -0.3% | +0.3% |
| 30D | +2.9% | -6.4% | +9.4% | +7.1% |
| 3M | +8.7% | +7.1% | +1.7% | +2.7% |
| 6M | +12.9% | +8.2% | +4.7% | +4.1% |
| YTD | +43.8% | +18.2% | +25.7% | +23.8% |
| 1Y | +27.1% | +26.7% | +0.3% | +3.3% |
| 3Y | +25.9% | +60.7% | -34.8% | -17.8% |
| 5Y | +177.9% | +91.6% | +86.4% | +51.2% |
| All | +118.9% | +445.1% | -326.2% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling