+4,904.5%
AEM vs LII
+2,796.3%
+2,108.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.5% |
| 7D | +17.8% | -1.2% | +19.0% | +18.1% |
| 30D | +6.2% | -2.0% | +8.2% | +6.4% |
| 3M | +12.5% | -20.2% | +32.8% | +15.9% |
| 6M | +4.4% | -32.5% | +37.0% | +9.5% |
| YTD | +19.2% | -27.4% | +46.6% | +23.6% |
| 1Y | +25.5% | -28.2% | +53.7% | +30.3% |
| 3Y | +346.4% | -7.2% | +353.7% | +341.7% |
| 5Y | +305.7% | +19.9% | +285.8% | +282.6% |
| 10Y | +375.9% | +168.6% | +207.3% | +296.0% |
| All | +4,904.5% | +2,796.3% | +2,108.2% | +3,443.8% |
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