+589.5%
AEP vs LYB
+631.6%
-42.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -0.1% | +1.5% | -1.6% | -0.3% |
| 3M | -3.2% | -0.3% | -2.9% | -3.4% |
| 6M | -5.3% | +0.1% | -5.3% | -6.0% |
| YTD | +9.5% | +53.4% | -43.9% | +2.4% |
| 1Y | +17.5% | +25.6% | -8.1% | +12.5% |
| 3Y | +77.0% | -21.3% | +98.3% | +79.0% |
| 5Y | +66.4% | -2.4% | +68.8% | +61.7% |
| 10Y | +175.1% | +48.8% | +126.3% | +133.5% |
| All | +589.5% | +631.6% | -42.1% | +313.6% |
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