+83.3%
AEP vs LTH
+142.3%
-59.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -1.5% | +7.0% | -8.5% | -1.9% |
| 30D | +4.5% | +15.4% | -10.9% | +3.6% |
| 3M | +2.8% | +7.0% | -4.2% | +2.4% |
| 6M | -0.7% | +46.9% | -47.5% | -2.9% |
| YTD | +13.8% | +76.4% | -62.6% | +9.7% |
| 1Y | +9.0% | +83.7% | -74.8% | +4.7% |
| 3Y | +83.0% | +248.9% | -165.9% | +65.3% |
| 5Y | +83.3% | +141.8% | -58.6% | +60.4% |
| All | +83.3% | +142.3% | -59.1% | +60.4% |
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