+4,683.6%
CVX vs AEP
+2,223.4%
+2,460.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +3.3% | +1.8% | +1.5% | +2.7% |
| 30D | +12.9% | -0.8% | +13.7% | +13.1% |
| 3M | +11.7% | -1.8% | +13.6% | +12.3% |
| 6M | +14.1% | -5.4% | +19.5% | +16.0% |
| YTD | +40.7% | +10.4% | +30.2% | +34.7% |
| 1Y | +37.5% | +18.2% | +19.3% | +28.0% |
| 3Y | +43.9% | +79.0% | -35.0% | +12.5% |
| 5Y | +161.5% | +64.8% | +96.6% | +108.2% |
| 10Y | +215.1% | +170.8% | +44.3% | +101.4% |
| All | +4,683.6% | +2,223.4% | +2,460.2% | +1,340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling