+246.1%
AEM vs LPLA
+1,311.2%
-1,065.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | -0.5% | -3.1% | +2.5% | -0.5% |
| 30D | +24.0% | -0.1% | +24.1% | +24.0% |
| 3M | +16.1% | +23.2% | -7.1% | +15.9% |
| 6M | -11.6% | +15.5% | -27.2% | -11.7% |
| YTD | +21.5% | +0.9% | +20.7% | +21.5% |
| 1Y | +39.2% | +0.2% | +39.0% | +39.1% |
| 3Y | +347.4% | +55.2% | +292.2% | +346.5% |
| 5Y | +290.1% | +145.4% | +144.7% | +287.3% |
| 10Y | +357.8% | +1,229.7% | -871.9% | +350.7% |
| All | +246.1% | +1,311.2% | -1,065.2% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling