+408.7%
AEM vs LPLA
+758.1%
-349.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -6.8% | -0.9% | -5.9% | -6.8% |
| 30D | +0.8% | -9.5% | +10.3% | +1.0% |
| 3M | -0.8% | -21.9% | +21.0% | -0.4% |
| 6M | -8.5% | -2.6% | -5.9% | -8.5% |
| YTD | +5.9% | -17.8% | +23.7% | +6.2% |
| 1Y | +6.6% | -21.2% | +27.8% | +6.9% |
| 3Y | +302.2% | +30.6% | +271.6% | +299.7% |
| 5Y | +250.8% | +81.3% | +169.4% | +244.0% |
| All | +408.7% | +758.1% | -349.4% | +391.1% |
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