+217.2%
CVX vs AEP
+175.2%
+42.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | +9.1% | -0.1% | +9.2% | +9.1% |
| 3M | +13.1% | -3.2% | +16.3% | +14.1% |
| 6M | +16.3% | -5.3% | +21.5% | +17.8% |
| YTD | +43.5% | +9.5% | +34.0% | +38.7% |
| 1Y | +40.2% | +17.5% | +22.6% | +32.1% |
| 3Y | +44.2% | +77.0% | -32.7% | +16.5% |
| 5Y | +170.6% | +66.4% | +104.2% | +120.6% |
| All | +217.2% | +175.2% | +42.1% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling