-42.0%
LEN vs AEE
+8.8%
-50.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | -15.7% | -2.4% | -13.3% | -14.6% |
| 6M | -16.6% | -2.7% | -13.9% | -15.7% |
| YTD | -21.3% | +7.3% | -28.6% | -25.2% |
| 1Y | -42.0% | +7.5% | -49.6% | -45.0% |
| All | -42.0% | +8.8% | -50.8% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling