+203.2%
AEP vs LSCC
+1,333.6%
-1,130.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | -0.8% | +5.0% | -5.8% | -1.0% |
| 30D | +4.9% | -11.7% | +16.6% | +5.2% |
| 3M | +4.9% | -13.3% | +18.2% | +5.1% |
| 6M | -0.3% | -12.5% | +12.3% | -0.3% |
| YTD | +14.3% | +51.2% | -36.9% | +12.0% |
| 1Y | +7.5% | +65.9% | -58.4% | +5.1% |
| 3Y | +82.6% | +95.3% | -12.7% | +75.0% |
| 5Y | +81.5% | +38.6% | +42.9% | +73.5% |
| 10Y | +203.2% | +1,352.3% | -1,149.2% | +159.5% |
| All | +203.2% | +1,333.6% | -1,130.5% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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