+170.6%
CVX vs AFL
+131.0%
+39.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.7% | -3.3% | +4.0% | +2.0% |
| 30D | +9.1% | -5.0% | +14.1% | +11.2% |
| 3M | +13.1% | -1.8% | +14.8% | +13.6% |
| 6M | +16.3% | +4.8% | +11.4% | +13.7% |
| YTD | +43.5% | +5.4% | +38.1% | +39.8% |
| 1Y | +40.2% | +9.0% | +31.2% | +34.4% |
| 3Y | +44.2% | +63.0% | -18.8% | +13.3% |
| 5Y | +170.6% | +134.5% | +36.1% | +68.1% |
| All | +170.6% | +131.0% | +39.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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