+43.5%
CVX vs AA
+58.8%
-15.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | +1.0% | -0.6% | +1.6% | +1.0% |
| 30D | +10.7% | -1.6% | +12.2% | +10.7% |
| 3M | +15.5% | -29.8% | +45.3% | +16.2% |
| 6M | +14.9% | -16.6% | +31.5% | +15.2% |
| YTD | +44.2% | -4.0% | +48.2% | +43.3% |
| 1Y | +43.5% | +63.5% | -20.0% | +44.6% |
| All | +43.5% | +58.8% | -15.3% | +44.6% |
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 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