+45.8%
AGG vs LYB
+624.6%
-578.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | -1.1% | +0.3% | -1.3% | -1.0% |
| 30D | -1.1% | +2.5% | -3.6% | -1.1% |
| 3M | -1.9% | +1.4% | -3.3% | -1.9% |
| 6M | -1.7% | -3.5% | +1.8% | -1.7% |
| YTD | -1.3% | +52.0% | -53.3% | -0.9% |
| 1Y | -0.7% | +22.1% | -22.8% | -0.5% |
| 3Y | +12.5% | -22.8% | +35.2% | +12.3% |
| 5Y | -2.5% | -3.4% | +0.9% | -2.2% |
| 10Y | +14.2% | +47.4% | -33.1% | +15.9% |
| All | +45.8% | +624.6% | -578.8% | +55.0% |
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