+355.6%
AEM vs LII
+5.3%
+350.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +24.0% | -12.6% | +36.6% | +26.5% |
| 3M | +16.1% | -24.4% | +40.5% | +20.3% |
| 6M | -11.6% | -28.7% | +17.1% | -8.1% |
| YTD | +21.5% | -19.1% | +40.7% | +24.8% |
| 1Y | +39.2% | -29.7% | +68.9% | +44.6% |
| All | +355.6% | +5.3% | +350.3% | +368.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling