+147.9%
OXY vs AEE
+38.7%
+109.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | +5.5% | -2.9% | +8.4% | +6.1% |
| 3M | +11.3% | -2.4% | +13.7% | +11.7% |
| 6M | +11.6% | -2.7% | +14.3% | +11.8% |
| YTD | +51.6% | +7.3% | +44.3% | +48.3% |
| 1Y | +36.2% | +7.5% | +28.7% | +33.1% |
| 3Y | +1.7% | +46.2% | -44.5% | -9.5% |
| All | +147.9% | +38.7% | +109.2% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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