+131.4%
CVX vs AAL
-37.6%
+169.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +1.7% |
| 7D | +1.6% | +2.9% | -1.3% | +1.5% |
| 30D | -0.6% | +6.5% | -7.1% | -1.0% |
| 3M | +11.0% | -10.9% | +21.9% | +11.5% |
| 6M | +18.4% | +4.9% | +13.6% | +17.0% |
| YTD | +45.9% | -13.2% | +59.1% | +46.3% |
| 1Y | +46.7% | -1.1% | +47.8% | +44.9% |
| 3Y | +71.6% | +12.8% | +58.8% | +62.0% |
| 5Y | +131.4% | -34.4% | +165.8% | +132.8% |
| All | +131.4% | -37.6% | +169.1% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling