+6.4%
OXY vs AA
+122.9%
-116.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -3.4% | +6.3% | +4.1% |
| 30D | +5.5% | -5.8% | +11.2% | +7.5% |
| 3M | +11.3% | -29.9% | +41.2% | +26.0% |
| 6M | +11.6% | -27.0% | +38.6% | +20.9% |
| YTD | +51.6% | -8.7% | +60.3% | +47.5% |
| 1Y | +36.2% | +50.6% | -14.4% | +5.1% |
| 3Y | +1.7% | +74.1% | -72.4% | -34.3% |
| 5Y | +164.5% | +2.6% | +161.9% | +89.7% |
| All | +6.4% | +122.9% | -116.5% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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