-97.0%
LCID vs AEE
+76.4%
-173.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -9.3% |
| 7D | -10.2% | +1.7% | -11.9% | -10.4% |
| 30D | -10.2% | +9.7% | -19.9% | -11.1% |
| 3M | -54.1% | +5.9% | -60.0% | -54.4% |
| 6M | -53.8% | +6.7% | -60.5% | -54.3% |
| YTD | -72.0% | +17.4% | -89.4% | -72.9% |
| 1Y | -80.5% | +12.7% | -93.2% | -81.0% |
| 3Y | -92.6% | +68.2% | -160.8% | -93.4% |
| 5Y | -99.3% | +57.3% | -156.6% | -99.4% |
| All | -97.0% | +76.4% | -173.4% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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