+6.4%
OXY vs AEM
+378.0%
-371.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +2.8% | -2.1% | +5.0% | +3.1% |
| 30D | +5.5% | +8.4% | -3.0% | +4.4% |
| 3M | +11.3% | +27.3% | -16.0% | +8.1% |
| 6M | +11.6% | -9.7% | +21.3% | +12.2% |
| YTD | +51.6% | +19.0% | +32.6% | +46.4% |
| 1Y | +36.2% | +31.5% | +4.7% | +29.3% |
| 3Y | +1.7% | +338.7% | -337.0% | -20.7% |
| 5Y | +164.5% | +307.4% | -142.9% | +106.4% |
| All | +6.4% | +378.0% | -371.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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