+8,362.0%
EOG vs AME
+19,084.4%
-10,722.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +7.6% | +5.9% | +1.7% | +5.0% |
| 30D | +3.4% | -1.9% | +5.3% | +3.9% |
| 3M | +12.7% | -5.4% | +18.1% | +14.7% |
| 6M | +19.0% | +4.9% | +14.1% | +15.0% |
| YTD | +55.6% | +18.5% | +37.1% | +41.2% |
| 1Y | +49.5% | +25.5% | +24.1% | +32.3% |
| 3Y | +43.2% | +63.0% | -19.9% | +11.1% |
| 5Y | +111.8% | +78.3% | +33.5% | +56.3% |
| 10Y | +140.4% | +447.1% | -306.7% | +16.9% |
| All | +8,362.0% | +19,084.4% | -10,722.3% | +2,068.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling