-26.9%
LEN vs AEE
+48.1%
-75.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.4% | +1.1% | -4.4% | -3.7% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | -12.2% | -0.9% | -11.3% | -11.9% |
| 6M | -18.3% | -2.4% | -15.9% | -17.6% |
| YTD | -20.2% | +8.6% | -28.8% | -22.3% |
| 1Y | -40.1% | +10.2% | -50.2% | -41.9% |
| All | -26.9% | +48.1% | -75.0% | -38.8% |
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