+5,002.4%
AEM vs LII
+3,124.4%
+1,878.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.3% |
| 3M | +16.1% | -24.4% | +40.5% | +20.0% |
| 6M | -11.6% | -28.7% | +17.1% | -7.9% |
| YTD | +21.5% | -19.1% | +40.7% | +24.4% |
| 1Y | +39.2% | -29.7% | +68.9% | +44.9% |
| 3Y | +347.4% | +4.8% | +342.7% | +335.4% |
| 5Y | +290.1% | +24.6% | +265.6% | +266.3% |
| 10Y | +357.8% | +169.2% | +188.6% | +281.1% |
| All | +5,002.4% | +3,124.4% | +1,878.1% | +3,465.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling