+1,518.4%
CVX vs AEE
+892.1%
+626.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.1% |
| 7D | +3.4% | +1.7% | +1.7% | +2.6% |
| 30D | -1.0% | +9.7% | -10.7% | -5.5% |
| 3M | +12.2% | +5.9% | +6.3% | +8.9% |
| 6M | +20.3% | +6.7% | +13.6% | +15.9% |
| YTD | +48.3% | +17.4% | +31.0% | +35.6% |
| 1Y | +46.9% | +12.7% | +34.2% | +37.0% |
| 3Y | +73.1% | +68.2% | +4.9% | +29.1% |
| 5Y | +135.2% | +57.3% | +77.9% | +78.1% |
| 10Y | +214.4% | +220.6% | -6.2% | +54.6% |
| All | +1,518.4% | +892.1% | +626.3% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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