+665.1%
CVX vs AAL
-33.6%
+698.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -1.0% | +11.7% | -12.7% | -2.4% |
| 3M | +12.2% | -12.5% | +24.7% | +13.4% |
| 6M | +20.3% | +3.6% | +16.7% | +18.4% |
| YTD | +48.3% | -14.1% | +62.4% | +48.1% |
| 1Y | +46.9% | +0.8% | +46.1% | +43.7% |
| 3Y | +73.1% | +11.8% | +61.3% | +62.8% |
| 5Y | +135.2% | -35.1% | +170.3% | +130.3% |
| 10Y | +214.4% | -68.3% | +282.6% | +208.3% |
| All | +665.1% | -33.6% | +698.7% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling