+167.5%
AEP vs LSCC
+1,763.3%
-1,595.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | +1.8% | +1.3% | +0.5% | +1.8% |
| 30D | -0.8% | -9.7% | +8.9% | -0.5% |
| 3M | -1.8% | -23.7% | +21.9% | -1.3% |
| 6M | -5.4% | +26.5% | -31.9% | -6.4% |
| YTD | +10.4% | +57.5% | -47.1% | +8.3% |
| 1Y | +18.2% | +75.7% | -57.5% | +15.3% |
| 3Y | +79.0% | +19.5% | +59.5% | +76.4% |
| 5Y | +64.8% | +83.8% | -18.9% | +55.3% |
| All | +167.5% | +1,763.3% | -1,595.8% | +126.6% |
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