+8.5%
AEP vs LII
-27.8%
+36.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +0.7% | -2.3% | +3.0% | +1.0% |
| 30D | +4.8% | -1.7% | +6.5% | +4.9% |
| 3M | +5.4% | -18.3% | +23.6% | +7.6% |
| 6M | +0.4% | -32.3% | +32.7% | +4.4% |
| YTD | +15.5% | -27.1% | +42.6% | +19.8% |
| 1Y | +8.5% | -27.2% | +35.7% | +12.3% |
| All | +8.5% | -27.8% | +36.3% | +12.3% |
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 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