+48.0%
CVX vs AAL
-7.7%
+55.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.0% |
| 30D | +10.7% | -13.7% | +24.4% | +10.9% |
| 3M | +15.5% | -8.2% | +23.6% | +15.1% |
| 6M | +14.9% | +13.1% | +1.8% | +12.8% |
| YTD | +44.2% | -15.6% | +59.8% | +45.1% |
| 1Y | +43.5% | +1.4% | +42.1% | +41.1% |
| All | +48.0% | -7.7% | +55.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 3y: compounded portfolio wealth divided by compounded AAL 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…
3y analysis · Full analysis span regression · 6 months rolling