+632.8%
LYB vs AON
+726.5%
-93.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | 0.0% |
| 7D | +0.3% | -6.3% | +6.6% | +4.0% |
| 30D | +2.5% | -14.1% | +16.6% | +11.0% |
| 3M | +1.4% | -9.5% | +10.9% | +5.7% |
| 6M | -3.5% | -4.0% | +0.5% | -3.6% |
| YTD | +52.0% | -13.8% | +65.8% | +60.6% |
| 1Y | +22.1% | -18.3% | +40.3% | +33.0% |
| 3Y | -22.8% | -7.2% | -15.6% | -24.9% |
| 5Y | -3.4% | +7.3% | -10.7% | -18.3% |
| 10Y | +47.4% | +203.6% | -156.3% | -47.0% |
| All | +632.8% | +726.5% | -93.6% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling