+20.6%
AEM vs LII
-28.3%
+49.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.3% |
| 7D | +17.8% | -1.2% | +19.0% | +18.1% |
| 30D | +6.2% | -2.0% | +8.2% | +6.3% |
| 3M | +12.5% | -20.2% | +32.8% | +18.5% |
| 6M | +4.4% | -32.5% | +37.0% | +12.7% |
| YTD | +19.2% | -27.4% | +46.6% | +25.3% |
| All | +20.6% | -28.3% | +49.0% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling