+1,236.9%
OXY vs AEIS
+2,641.0%
-1,404.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.6% |
| 7D | -0.5% | +8.1% | -8.6% | -1.6% |
| 30D | +8.5% | -11.1% | +19.6% | +10.0% |
| 3M | +6.0% | -5.6% | +11.7% | +5.3% |
| 6M | +13.0% | -0.6% | +13.6% | +10.1% |
| YTD | +48.9% | +38.0% | +10.8% | +37.4% |
| 1Y | +36.4% | +87.2% | -50.8% | +19.4% |
| 3Y | -2.3% | +179.7% | -182.0% | -20.8% |
| 5Y | +160.6% | +241.7% | -81.1% | +102.3% |
| 10Y | +2.0% | +547.2% | -545.2% | -27.8% |
| All | +1,236.9% | +2,641.0% | -1,404.1% | +637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling