+18.7%
AEM vs LYB
+47.4%
-28.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -4.7% | +14.4% | +9.0% |
| 7D | +0.2% | -6.2% | +6.4% | -0.6% |
| 30D | +0.1% | +6.3% | -6.2% | +0.7% |
| 3M | +22.1% | +4.1% | +18.0% | +22.7% |
| 6M | +2.4% | -15.5% | +17.9% | +1.1% |
| YTD | +8.9% | +50.2% | -41.3% | +2.6% |
| 1Y | +18.7% | +50.6% | -31.9% | +11.4% |
| All | +18.7% | +47.4% | -28.7% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling