+78.4%
AEP vs LTH
+156.3%
-77.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | +0.5% | -3.1% | +3.6% | +0.7% |
| 3M | -0.3% | +28.1% | -28.4% | -1.8% |
| 6M | -3.5% | +67.4% | -70.9% | -6.6% |
| YTD | +11.3% | +59.8% | -48.5% | +7.9% |
| 1Y | +20.2% | +45.6% | -25.4% | +17.2% |
| 3Y | +79.8% | +162.0% | -82.2% | +65.1% |
| All | +78.4% | +156.3% | -77.9% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling