+194.6%
AEP vs LII
+170.7%
+23.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.0% |
| 7D | -1.5% | -1.2% | -0.4% | -1.3% |
| 30D | +4.5% | -2.0% | +6.5% | +4.7% |
| 3M | +2.8% | -20.2% | +23.1% | +6.8% |
| 6M | -0.7% | -32.5% | +31.9% | +5.6% |
| YTD | +13.8% | -27.4% | +41.2% | +18.8% |
| 1Y | +9.0% | -28.2% | +37.1% | +13.8% |
| 3Y | +83.0% | -7.2% | +90.2% | +74.7% |
| 5Y | +83.3% | +19.9% | +63.4% | +60.3% |
| 10Y | +194.6% | +168.6% | +26.0% | +113.0% |
| All | +194.6% | +170.7% | +23.9% | +113.0% |
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