+2,449.0%
CVX vs AEIS
+2,566.8%
-117.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +3.3% | +3.0% | +0.4% | +3.0% |
| 30D | +12.9% | -14.6% | +27.5% | +14.6% |
| 3M | +11.7% | -12.4% | +24.2% | +12.0% |
| 6M | +14.1% | -15.0% | +29.1% | +13.9% |
| YTD | +40.7% | +34.3% | +6.4% | +32.7% |
| 1Y | +37.5% | +87.4% | -49.9% | +24.1% |
| 3Y | +43.9% | +139.8% | -95.8% | +24.1% |
| 5Y | +161.5% | +220.7% | -59.3% | +115.1% |
| 10Y | +215.1% | +531.6% | -316.5% | +135.5% |
| All | +2,449.0% | +2,566.8% | -117.8% | +1,436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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