-4.9%
LYB vs AEIS
+232.6%
-237.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.9% | -1.9% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +2.5% | -14.8% | +17.3% | +5.3% |
| 3M | +1.4% | -15.6% | +17.0% | +2.9% |
| 6M | -3.5% | -8.7% | +5.2% | -6.1% |
| YTD | +52.0% | +37.3% | +14.7% | +29.7% |
| 1Y | +22.1% | +80.3% | -58.3% | -5.7% |
| 3Y | -22.8% | +177.9% | -200.7% | -50.5% |
| All | -4.9% | +232.6% | -237.5% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling