+103.0%
LEN vs AEE
+191.1%
-88.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | -6.6% | -2.9% | -3.7% | -5.4% |
| 3M | -15.7% | -2.4% | -13.3% | -14.8% |
| 6M | -16.6% | -2.7% | -13.9% | -15.8% |
| YTD | -21.3% | +7.3% | -28.6% | -24.0% |
| 1Y | -42.0% | +7.5% | -49.6% | -44.1% |
| 3Y | -27.9% | +46.2% | -74.1% | -40.5% |
| 5Y | -10.7% | +39.7% | -50.4% | -25.5% |
| All | +103.0% | +191.1% | -88.1% | +43.1% |
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