+40.2%
CVX vs AME
+26.3%
+13.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.7% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +9.1% | -8.6% | +17.7% | +6.7% |
| 3M | +13.1% | +5.8% | +7.3% | +14.6% |
| 6M | +16.3% | +3.8% | +12.4% | +18.5% |
| YTD | +43.5% | +14.4% | +29.1% | +45.2% |
| 1Y | +40.2% | +25.8% | +14.4% | +40.5% |
| All | +40.2% | +26.3% | +13.8% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling