+49.0%
LYB vs AON
+0.8%
+48.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -5.7% | +7.3% | -13.1% | -5.5% |
| 30D | +4.6% | +26.0% | -21.4% | +4.8% |
| 3M | +5.5% | -4.1% | +9.6% | +4.8% |
| 6M | -19.1% | +10.0% | -29.1% | -19.7% |
| YTD | +47.1% | -1.7% | +48.7% | +48.5% |
| 1Y | +49.0% | +1.5% | +47.5% | +48.1% |
| All | +49.0% | +0.8% | +48.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 1y: compounded portfolio wealth divided by compounded AON 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…
1y analysis · Full analysis span regression · 6 months rolling