+130.0%
CVX vs AEP
+87.7%
+42.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | +2.9% | +0.6% | +2.8% |
| 30D | -1.0% | +3.2% | -4.2% | -1.6% |
| 3M | +12.2% | +3.8% | +8.4% | +11.3% |
| 6M | +20.3% | +2.5% | +17.8% | +19.5% |
| YTD | +48.3% | +15.5% | +32.8% | +43.0% |
| 1Y | +46.9% | +9.6% | +37.3% | +43.4% |
| 3Y | +73.1% | +91.2% | -18.0% | +43.9% |
| All | +130.0% | +87.7% | +42.3% | +90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling