+172.2%
CVX vs AME
+83.9%
+88.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +1.0% | +1.3% | -0.4% | +0.7% |
| 30D | +10.7% | -6.6% | +17.2% | +12.2% |
| 3M | +15.5% | +3.0% | +12.5% | +14.2% |
| 6M | +14.9% | +5.3% | +9.6% | +12.4% |
| YTD | +44.2% | +15.4% | +28.8% | +36.6% |
| 1Y | +43.5% | +26.8% | +16.7% | +31.4% |
| 3Y | +45.0% | +56.5% | -11.6% | +21.2% |
| 5Y | +172.2% | +85.2% | +86.9% | +104.2% |
| All | +172.2% | +83.9% | +88.3% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling