+1,062.3%
AEP vs LII
+2,734.1%
-1,671.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | +3.6% | -4.6% | +8.2% | +4.3% |
| 3M | +1.8% | -21.2% | +23.0% | +5.5% |
| 6M | -3.1% | -36.4% | +33.3% | +3.3% |
| YTD | +12.2% | -28.9% | +41.2% | +17.0% |
| 1Y | +9.1% | -29.5% | +38.7% | +13.9% |
| 3Y | +77.9% | -8.6% | +86.5% | +74.4% |
| 5Y | +78.1% | +20.2% | +57.9% | +64.4% |
| 10Y | +187.8% | +166.2% | +21.6% | +130.0% |
| All | +1,062.3% | +2,734.1% | -1,671.8% | +552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling