+416.0%
AAOI vs CVX
+222.5%
+193.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -0.2% | +2.6% | -2.8% | -1.3% |
| 30D | -23.7% | +9.8% | -33.5% | -26.9% |
| 3M | -39.0% | +16.2% | -55.2% | -43.7% |
| 6M | -17.0% | +13.6% | -30.7% | -23.1% |
| YTD | +202.2% | +44.4% | +157.9% | +150.1% |
| 1Y | +292.4% | +40.6% | +251.8% | +228.6% |
| 3Y | +804.4% | +48.2% | +756.2% | +645.6% |
| 5Y | +1,318.0% | +172.3% | +1,145.8% | +781.5% |
| All | +416.0% | +222.5% | +193.5% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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