+147.9%
OXY vs AFL
+133.8%
+14.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +2.8% | -1.6% | +4.5% | +3.6% |
| 30D | +5.5% | -4.0% | +9.5% | +7.3% |
| 3M | +11.3% | -0.5% | +11.8% | +11.2% |
| 6M | +11.6% | +6.5% | +5.1% | +7.9% |
| YTD | +51.6% | +6.2% | +45.4% | +46.0% |
| 1Y | +36.2% | +8.3% | +27.9% | +29.8% |
| 3Y | +1.7% | +62.5% | -60.8% | -24.8% |
| All | +147.9% | +133.8% | +14.1% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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