+343.5%
AEM vs LPLA
+44.8%
+298.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +3.0% | -1.5% | +4.6% | +3.0% |
| 30D | +12.5% | -6.0% | +18.5% | +12.6% |
| 3M | +26.9% | +21.4% | +5.6% | +26.6% |
| 6M | -9.4% | +12.1% | -21.5% | -9.7% |
| YTD | +20.3% | -1.8% | +22.1% | +20.1% |
| 1Y | +33.8% | +3.2% | +30.6% | +34.0% |
| All | +343.5% | +44.8% | +298.7% | +381.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling