+1,362.5%
OXY vs AEM
+3,500.5%
-2,137.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +0.6% | +3.0% | -2.4% | +0.3% |
| 30D | +4.5% | +12.5% | -8.0% | +2.8% |
| 3M | +8.9% | +26.9% | -18.0% | +5.2% |
| 6M | +12.5% | -9.4% | +21.9% | +12.5% |
| YTD | +50.5% | +20.3% | +30.2% | +44.8% |
| 1Y | +38.6% | +33.8% | +4.8% | +31.2% |
| 3Y | -1.2% | +349.8% | -351.1% | -21.1% |
| 5Y | +161.6% | +301.0% | -139.4% | +110.0% |
| 10Y | +5.3% | +376.1% | -370.8% | -20.1% |
| All | +1,362.5% | +3,500.5% | -2,137.9% | +848.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling