+209.5%
CVX vs AME
+442.0%
-232.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.1% |
| 7D | +1.6% | +8.1% | -6.5% | -2.6% |
| 30D | -0.6% | -3.8% | +3.1% | +0.9% |
| 3M | +11.0% | -6.6% | +17.6% | +14.3% |
| 6M | +18.4% | +4.6% | +13.9% | +13.3% |
| YTD | +45.9% | +17.9% | +28.0% | +27.9% |
| 1Y | +46.7% | +23.2% | +23.4% | +25.0% |
| 3Y | +71.6% | +62.9% | +8.6% | +17.6% |
| 5Y | +131.4% | +77.5% | +53.9% | +44.7% |
| All | +209.5% | +442.0% | -232.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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