+338.7%
AEM vs LYB
-23.1%
+361.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.8% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | +8.4% | +2.5% | +6.0% | +8.5% |
| 3M | +27.3% | +1.4% | +25.9% | +27.4% |
| 6M | -9.7% | -3.5% | -6.2% | -10.3% |
| YTD | +19.0% | +52.0% | -33.0% | +14.5% |
| 1Y | +31.5% | +22.1% | +9.4% | +28.3% |
| 3Y | +338.7% | -22.8% | +361.5% | +385.8% |
| All | +338.7% | -23.1% | +361.8% | +385.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling