+354.0%
AEM vs LII
+164.9%
+189.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.6% |
| 7D | +15.8% | -0.6% | +16.4% | +16.0% |
| 30D | +6.2% | -4.6% | +10.8% | +6.7% |
| 3M | +14.3% | -21.2% | +35.6% | +18.3% |
| 6M | +1.4% | -36.4% | +37.8% | +7.7% |
| YTD | +13.7% | -28.9% | +42.7% | +18.7% |
| 1Y | +21.3% | -29.5% | +50.9% | +26.7% |
| 3Y | +309.9% | -8.6% | +318.5% | +305.2% |
| 5Y | +301.0% | +20.2% | +280.8% | +273.9% |
| All | +354.0% | +164.9% | +189.1% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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