+170.8%
AEP vs LH
+179.1%
-8.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.2% |
| 7D | -1.0% | -7.4% | +6.4% | +1.0% |
| 30D | -0.1% | -4.6% | +4.5% | +1.1% |
| 3M | -3.2% | +14.5% | -17.7% | -6.9% |
| 6M | -5.3% | +14.8% | -20.1% | -9.1% |
| YTD | +9.5% | +23.3% | -13.7% | +3.0% |
| 1Y | +17.5% | +13.6% | +3.9% | +12.6% |
| 3Y | +77.0% | +56.3% | +20.6% | +53.2% |
| 5Y | +66.4% | +25.2% | +41.2% | +50.9% |
| All | +170.8% | +179.1% | -8.3% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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