-12.6%
LEN vs AEE
+38.5%
-51.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.0% |
| 7D | -7.8% | -0.7% | -7.1% | -7.5% |
| 30D | -11.0% | -2.0% | -9.1% | -10.3% |
| 3M | -12.8% | -2.8% | -10.0% | -11.8% |
| 6M | -20.2% | -3.6% | -16.6% | -19.1% |
| YTD | -23.0% | +7.3% | -30.3% | -25.4% |
| 1Y | -41.8% | +8.7% | -50.5% | -43.9% |
| 3Y | -28.8% | +46.0% | -74.8% | -40.9% |
| 5Y | -12.6% | +39.8% | -52.4% | -28.0% |
| All | -12.6% | +38.5% | -51.2% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling