+416.2%
AME vs LNT
+148.3%
+267.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | -8.6% | -1.9% | -6.7% | -7.9% |
| 3M | +5.8% | -7.2% | +13.0% | +8.7% |
| 6M | +3.8% | -3.9% | +7.7% | +5.0% |
| YTD | +14.4% | +5.9% | +8.6% | +11.1% |
| 1Y | +25.8% | +8.4% | +17.4% | +20.8% |
| 3Y | +55.2% | +46.6% | +8.6% | +29.2% |
| 5Y | +85.5% | +32.4% | +53.1% | +59.7% |
| All | +416.2% | +148.3% | +267.9% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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