+50.1%
LYB vs ACI
+21.2%
+28.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.2% | -1.4% |
| 7D | +0.3% | -3.7% | +4.0% | +0.8% |
| 30D | +2.5% | +0.6% | +1.9% | +2.3% |
| 3M | +1.4% | -20.3% | +21.7% | +4.4% |
| 6M | -3.5% | -24.7% | +21.2% | +0.1% |
| YTD | +52.0% | -27.2% | +79.2% | +58.4% |
| 1Y | +22.1% | -32.7% | +54.8% | +28.6% |
| 3Y | -22.8% | -43.9% | +21.1% | -16.9% |
| 5Y | -3.4% | -38.9% | +35.5% | +1.7% |
| All | +50.1% | +21.2% | +28.9% | +50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling