+51.5%
LYB vs ACI
+17.4%
+34.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | -0.7% | -7.1% | +6.4% | +0.4% |
| 30D | +1.5% | -4.5% | +6.0% | +2.2% |
| 3M | -0.3% | -22.3% | +22.0% | +3.0% |
| 6M | +0.1% | -28.4% | +28.5% | +4.6% |
| YTD | +53.4% | -29.5% | +83.0% | +60.7% |
| 1Y | +25.6% | -34.2% | +59.9% | +32.9% |
| 3Y | -21.3% | -45.7% | +24.4% | -14.9% |
| 5Y | -2.4% | -40.8% | +38.3% | +3.2% |
| All | +51.5% | +17.4% | +34.2% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling