+894.9%
OXY vs AEE
+818.5%
+76.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | +1.1% | -0.4% | +0.1% |
| 30D | +4.5% | 0.0% | +4.5% | +4.4% |
| 3M | +8.9% | -0.9% | +9.8% | +9.1% |
| 6M | +12.5% | -2.4% | +14.9% | +12.8% |
| YTD | +50.5% | +8.6% | +41.8% | +42.0% |
| 1Y | +38.6% | +10.2% | +28.5% | +29.5% |
| 3Y | -1.2% | +47.8% | -49.1% | -24.4% |
| 5Y | +161.6% | +40.1% | +121.5% | +102.2% |
| 10Y | +5.3% | +195.0% | -189.7% | -52.2% |
| All | +894.9% | +818.5% | +76.4% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling