+652.8%
CVX vs AAL
-32.9%
+685.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +2.1% |
| 7D | +1.6% | +2.9% | -1.3% | +1.2% |
| 30D | -0.6% | +6.5% | -7.1% | -1.6% |
| 3M | +11.0% | -10.9% | +21.9% | +12.0% |
| 6M | +18.4% | +4.9% | +13.6% | +16.3% |
| YTD | +45.9% | -13.2% | +59.1% | +45.5% |
| 1Y | +46.7% | -1.1% | +47.8% | +43.8% |
| 3Y | +71.6% | +12.8% | +58.8% | +61.2% |
| 5Y | +131.4% | -34.4% | +165.8% | +126.3% |
| 10Y | +209.3% | -67.9% | +277.2% | +203.0% |
| All | +652.8% | -32.9% | +685.7% | +433.6% |
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