+7,705.0%
EOG vs AME
+18,594.4%
-10,889.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.4% |
| 7D | -1.3% | +1.3% | -2.6% | -1.9% |
| 30D | +3.4% | -6.6% | +9.9% | +6.2% |
| 3M | +7.8% | +3.0% | +4.9% | +5.7% |
| 6M | +13.4% | +5.3% | +8.1% | +9.0% |
| YTD | +43.5% | +15.4% | +28.0% | +32.3% |
| 1Y | +29.7% | +26.8% | +2.9% | +14.3% |
| 3Y | +23.2% | +56.5% | -33.3% | -2.4% |
| 5Y | +176.4% | +85.2% | +91.2% | +101.1% |
| 10Y | +119.1% | +428.5% | -309.4% | +8.5% |
| All | +7,705.0% | +18,594.4% | -10,889.4% | +1,930.8% |
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