+36.2%
OXY vs AEM
+32.6%
+3.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.6% |
| 7D | +2.8% | -2.1% | +5.0% | +2.7% |
| 30D | +5.5% | +8.4% | -3.0% | +6.2% |
| 3M | +11.3% | +27.3% | -16.0% | +14.1% |
| 6M | +11.6% | -9.7% | +21.3% | +14.2% |
| YTD | +51.6% | +19.0% | +32.6% | +52.4% |
| 1Y | +36.2% | +31.5% | +4.7% | +36.4% |
| All | +36.2% | +32.6% | +3.7% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling