-22.8%
LYB vs AEE
+46.3%
-69.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | +2.5% | -2.9% | +5.4% | +3.0% |
| 3M | +1.4% | -2.4% | +3.8% | +1.7% |
| 6M | -3.5% | -2.7% | -0.8% | -3.4% |
| YTD | +52.0% | +7.3% | +44.7% | +48.3% |
| 1Y | +22.1% | +7.5% | +14.5% | +18.9% |
| 3Y | -22.8% | +46.2% | -69.0% | -31.6% |
| All | -22.8% | +46.3% | -69.0% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling