+205.1%
AEP vs LII
+172.8%
+32.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | +4.8% | -1.7% | +6.5% | +4.9% |
| 3M | +5.4% | -18.3% | +23.6% | +8.9% |
| 6M | +0.4% | -32.3% | +32.7% | +6.6% |
| YTD | +15.5% | -27.1% | +42.6% | +20.4% |
| 1Y | +8.5% | -27.2% | +35.7% | +13.0% |
| 3Y | +84.6% | -8.9% | +93.5% | +77.1% |
| 5Y | +86.9% | +19.7% | +67.2% | +63.6% |
| 10Y | +205.1% | +168.9% | +36.3% | +124.9% |
| All | +205.1% | +172.8% | +32.3% | +124.9% |
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