+176.4%
EOG vs AME
+83.9%
+92.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | +1.3% | -2.6% | -1.7% |
| 30D | +3.4% | -6.6% | +9.9% | +5.2% |
| 3M | +7.8% | +3.0% | +4.9% | +6.3% |
| 6M | +13.4% | +5.3% | +8.1% | +10.3% |
| YTD | +43.5% | +15.4% | +28.0% | +34.3% |
| 1Y | +29.7% | +26.8% | +2.9% | +16.5% |
| 3Y | +23.2% | +56.5% | -33.3% | -0.4% |
| 5Y | +176.4% | +85.2% | +91.2% | +102.6% |
| All | +176.4% | +83.9% | +92.5% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling