+46.7%
CVX vs AA
+6.8%
+39.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.4% |
| 7D | +1.6% | +5.3% | -3.7% | +1.6% |
| 30D | -0.6% | -2.3% | +1.6% | -0.6% |
| 3M | +11.0% | -20.8% | +31.8% | +11.5% |
| 6M | +18.4% | -39.8% | +58.3% | +19.8% |
| YTD | +45.9% | -23.3% | +69.2% | +43.9% |
| 1Y | +46.7% | +1.8% | +44.8% | +42.4% |
| All | +46.7% | +6.8% | +39.9% | +42.4% |
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