-90.1%
LCID vs AEE
+62.0%
-152.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.3% | +5.0% | +4.7% |
| 7D | +24.8% | +3.0% | +21.8% | +24.6% |
| 30D | -0.5% | +11.2% | -11.8% | -1.3% |
| 3M | -43.0% | +7.0% | -50.0% | -43.2% |
| 6M | -40.5% | +5.7% | -46.2% | -41.3% |
| YTD | -64.3% | +16.2% | -80.6% | -65.8% |
| 1Y | -78.1% | +12.0% | -90.1% | -78.7% |
| 3Y | -90.1% | +63.4% | -153.4% | -92.8% |
| All | -90.1% | +62.0% | -152.1% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling