+132.4%
LEN vs AEE
+222.5%
-90.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -5.8% | +1.7% | -7.5% | -6.5% |
| 30D | +13.7% | +9.7% | +4.0% | +9.2% |
| 3M | -3.9% | +5.9% | -9.8% | -6.3% |
| 6M | -0.4% | +6.7% | -7.1% | -3.3% |
| YTD | -16.8% | +17.4% | -34.2% | -22.7% |
| 1Y | -29.5% | +12.7% | -42.2% | -33.3% |
| 3Y | -25.6% | +68.2% | -93.8% | -42.3% |
| 5Y | -13.2% | +57.3% | -70.5% | -31.3% |
| All | +132.4% | +222.5% | -90.1% | +61.9% |
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