+204.9%
CVX vs AA
+48.4%
+156.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.3% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | -0.8% | -1.3% | +0.5% | -0.8% |
| 3M | +9.4% | -23.9% | +33.3% | +16.3% |
| 6M | +17.5% | -36.8% | +54.3% | +29.1% |
| YTD | +43.8% | -22.2% | +66.0% | +46.8% |
| 1Y | +41.9% | +10.4% | +31.5% | +31.0% |
| 3Y | +69.1% | +72.0% | -2.9% | +27.8% |
| 5Y | +128.3% | -15.6% | +143.9% | +94.5% |
| 10Y | +204.9% | +47.8% | +157.1% | +56.6% |
| All | +204.9% | +48.4% | +156.5% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling