+3.2%
AA vs LYB
-4.6%
+7.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.6% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | -5.8% | +2.5% | -8.2% | -7.7% |
| 3M | -29.9% | +1.4% | -31.3% | -31.3% |
| 6M | -27.0% | -3.5% | -23.5% | -29.1% |
| YTD | -8.7% | +52.0% | -60.7% | -41.1% |
| 1Y | +50.6% | +22.1% | +28.6% | +15.9% |
| 3Y | +74.1% | -22.8% | +96.8% | +109.2% |
| All | +3.2% | -4.6% | +7.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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