+343.3%
AEM vs LII
+167.7%
+175.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | +4.3% | +2.1% | +2.2% | +4.0% |
| 30D | +13.1% | -12.4% | +25.5% | +15.4% |
| 3M | +24.8% | -24.8% | +49.6% | +29.5% |
| 6M | -8.2% | -25.2% | +16.9% | -4.8% |
| YTD | +19.8% | -20.3% | +40.1% | +23.2% |
| 1Y | +32.1% | -32.9% | +65.0% | +38.7% |
| 3Y | +348.2% | +2.0% | +346.2% | +336.3% |
| 5Y | +297.5% | +24.4% | +273.0% | +268.8% |
| 10Y | +343.3% | +167.2% | +176.1% | +320.0% |
| All | +343.3% | +167.7% | +175.6% | +320.0% |
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