+310.3%
AEM vs LYB
+624.6%
-314.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +8.4% | +2.5% | +6.0% | +8.0% |
| 3M | +27.3% | +1.4% | +25.9% | +26.7% |
| 6M | -9.7% | -3.5% | -6.2% | -10.4% |
| YTD | +19.0% | +52.0% | -33.0% | +9.3% |
| 1Y | +31.5% | +22.1% | +9.4% | +24.6% |
| 3Y | +338.7% | -22.8% | +361.5% | +344.6% |
| 5Y | +307.4% | -3.4% | +310.8% | +294.2% |
| 10Y | +370.9% | +47.4% | +323.5% | +291.6% |
| All | +310.3% | +624.6% | -314.3% | +129.1% |
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