+146.7%
OXY vs AEM
+298.9%
-152.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | +1.4% | -5.0% | +6.4% | +2.0% |
| 30D | +4.0% | +8.5% | -4.4% | +2.8% |
| 3M | +7.6% | +29.3% | -21.7% | +3.8% |
| 6M | +16.2% | -12.9% | +29.1% | +18.1% |
| YTD | +50.8% | +16.8% | +34.1% | +44.5% |
| 1Y | +34.7% | +29.8% | +4.9% | +25.6% |
| 3Y | -1.0% | +336.7% | -337.8% | -34.2% |
| All | +146.7% | +298.9% | -152.2% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling