+37.8%
LYB vs ALLE
+211.7%
-173.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | +6.1% | +3.6% | +2.6% | +3.9% |
| 30D | +5.3% | +25.9% | -20.6% | -8.5% |
| 3M | +4.3% | +15.8% | -11.4% | -5.1% |
| 6M | -10.8% | +48.1% | -58.9% | -31.4% |
| YTD | +53.8% | +22.0% | +31.8% | +31.5% |
| 1Y | +50.5% | +18.0% | +32.4% | +31.6% |
| 3Y | -16.4% | +93.1% | -109.5% | -49.1% |
| 5Y | -4.8% | +52.1% | -56.9% | -33.9% |
| All | +37.8% | +211.7% | -173.8% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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