+46.3%
LYB vs AEIS
+562.2%
-515.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.9% | -2.5% |
| 7D | +0.3% | +2.3% | -2.0% | -0.5% |
| 30D | +2.5% | -14.8% | +17.3% | +7.0% |
| 3M | +1.4% | -15.6% | +17.0% | +3.5% |
| 6M | -3.5% | -8.7% | +5.2% | -7.1% |
| YTD | +52.0% | +37.3% | +14.7% | +23.9% |
| 1Y | +22.1% | +80.3% | -58.3% | -11.8% |
| 3Y | -22.8% | +177.9% | -200.7% | -55.3% |
| 5Y | -3.4% | +235.8% | -239.2% | -50.6% |
| All | +46.3% | +562.2% | -515.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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