+37.5%
CVX vs AA
+63.2%
-25.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | +3.3% | -0.7% | +4.0% | +3.3% |
| 30D | +12.9% | +5.0% | +7.9% | +12.9% |
| 3M | +11.7% | -35.8% | +47.5% | +12.5% |
| 6M | +14.1% | -18.4% | +32.5% | +14.5% |
| YTD | +40.7% | -5.5% | +46.2% | +39.9% |
| 1Y | +37.5% | +61.0% | -23.5% | +40.2% |
| All | +37.5% | +63.2% | -25.7% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling