+46.3%
LYB vs AIG
+66.2%
-19.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +0.3% | -1.2% | +1.4% | +0.9% |
| 30D | +2.5% | -1.1% | +3.5% | +3.0% |
| 3M | +1.4% | +0.7% | +0.7% | +0.4% |
| 6M | -3.5% | -2.2% | -1.3% | -3.8% |
| YTD | +52.0% | -10.8% | +62.8% | +59.6% |
| 1Y | +22.1% | -2.0% | +24.1% | +20.3% |
| 3Y | -22.8% | +34.8% | -57.6% | -39.2% |
| 5Y | -3.4% | +55.0% | -58.4% | -32.6% |
| All | +46.3% | +66.2% | -19.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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