+50.6%
LYB vs ACI
-18.4%
+69.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.3% | -5.4% |
| 7D | -6.2% | +4.5% | -10.7% | -7.0% |
| 30D | +6.3% | +20.9% | -14.5% | +2.7% |
| 3M | +4.1% | +15.2% | -11.2% | +1.3% |
| 6M | -15.5% | -13.3% | -2.2% | -12.7% |
| YTD | +50.2% | -16.2% | +66.4% | +53.2% |
| 1Y | +50.6% | -16.9% | +67.5% | +55.7% |
| All | +50.6% | -18.4% | +69.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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