+87.5%
AAL vs LYB
+633.9%
-546.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -1.3% | -3.1% | +1.8% | +0.2% |
| 30D | -13.7% | +4.0% | -17.8% | -15.7% |
| 3M | -8.2% | +2.4% | -10.6% | -11.1% |
| 6M | +13.1% | -1.4% | +14.6% | +6.5% |
| YTD | -15.6% | +53.9% | -69.5% | -38.8% |
| 1Y | +1.4% | +26.1% | -24.7% | -18.7% |
| 3Y | -7.4% | -21.0% | +13.6% | -5.3% |
| 5Y | -35.9% | -0.7% | -35.2% | -42.4% |
| 10Y | -65.1% | +49.3% | -114.4% | -74.7% |
| All | +87.5% | +633.9% | -546.4% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling