+6.4%
OXY vs AEIS
+562.2%
-555.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.9% |
| 7D | +2.8% | +2.3% | +0.6% | +2.1% |
| 30D | +5.5% | -14.8% | +20.3% | +9.8% |
| 3M | +11.3% | -15.6% | +26.9% | +13.5% |
| 6M | +11.6% | -8.7% | +20.3% | +7.5% |
| YTD | +51.6% | +37.3% | +14.2% | +24.8% |
| 1Y | +36.2% | +80.3% | -44.1% | -0.3% |
| 3Y | +1.7% | +177.9% | -176.2% | -40.1% |
| 5Y | +164.5% | +235.8% | -71.4% | +36.6% |
| All | +6.4% | +562.2% | -555.8% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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