+77.1%
AEP vs LTH
+160.9%
-83.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | -0.8% | -4.6% | +3.8% | -0.6% |
| 3M | -1.8% | +32.8% | -34.6% | -3.5% |
| 6M | -5.4% | +64.6% | -70.0% | -8.3% |
| YTD | +10.4% | +62.6% | -52.2% | +7.0% |
| 1Y | +18.2% | +49.9% | -31.8% | +15.0% |
| 3Y | +79.0% | +151.3% | -72.4% | +64.9% |
| All | +77.1% | +160.9% | -83.8% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling