+162.0%
OXY vs ACI
-44.6%
+206.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | +0.9% | -7.1% | +8.0% | +1.9% |
| 30D | +3.6% | -4.5% | +8.0% | +4.1% |
| 3M | +7.1% | -22.3% | +29.4% | +10.2% |
| 6M | +15.7% | -28.4% | +44.1% | +20.4% |
| YTD | +50.1% | -29.5% | +79.6% | +56.5% |
| 1Y | +34.1% | -34.2% | +68.3% | +40.9% |
| 3Y | -1.5% | -45.7% | +44.2% | +6.2% |
| 5Y | +162.0% | -40.8% | +202.8% | +179.2% |
| All | +162.0% | -44.6% | +206.5% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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