+167.3%
AEP vs LII
+171.4%
-4.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.4% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -0.8% | -12.6% | +11.8% | +1.6% |
| 3M | -1.8% | -24.4% | +22.6% | +2.5% |
| 6M | -5.4% | -28.7% | +23.3% | -0.4% |
| YTD | +10.4% | -19.1% | +29.6% | +13.3% |
| 1Y | +18.2% | -29.7% | +47.9% | +24.0% |
| 3Y | +79.0% | +4.8% | +74.2% | +67.0% |
| 5Y | +64.8% | +24.6% | +40.3% | +44.0% |
| All | +167.3% | +171.4% | -4.1% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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