+355.1%
AEM vs LPLA
+1,251.7%
-896.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.8% |
| 7D | -2.1% | -1.5% | -0.6% | -2.1% |
| 30D | +8.4% | -6.0% | +14.4% | +8.5% |
| 3M | +27.3% | +24.0% | +3.2% | +26.8% |
| 6M | -9.7% | +17.0% | -26.6% | -9.9% |
| YTD | +19.0% | -0.7% | +19.6% | +18.8% |
| 1Y | +31.5% | +2.1% | +29.4% | +31.3% |
| 3Y | +338.7% | +48.7% | +290.0% | +335.8% |
| 5Y | +307.4% | +151.2% | +156.2% | +297.9% |
| All | +355.1% | +1,251.7% | -896.6% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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