+7.1%
AEP vs LII
-28.3%
+35.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | -1.5% | -1.2% | -0.4% | -1.4% |
| 30D | +4.5% | -2.0% | +6.5% | +4.7% |
| 3M | +2.8% | -20.2% | +23.1% | +5.3% |
| 6M | -0.7% | -32.5% | +31.9% | +3.3% |
| YTD | +13.8% | -27.4% | +41.2% | +18.1% |
| All | +7.1% | -28.3% | +35.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling