+1,022.5%
LEN vs AEE
+816.1%
+206.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.1% | -4.0% |
| 7D | -2.9% | +0.6% | -3.5% | -3.2% |
| 30D | -8.9% | -1.9% | -6.9% | -7.9% |
| 3M | -10.9% | +0.3% | -11.2% | -11.2% |
| 6M | -19.7% | -3.0% | -16.7% | -18.6% |
| YTD | -20.6% | +8.4% | -28.9% | -24.4% |
| 1Y | -42.4% | +9.8% | -52.2% | -45.7% |
| 3Y | -26.5% | +47.4% | -74.0% | -42.7% |
| 5Y | -10.9% | +38.9% | -49.8% | -29.1% |
| 10Y | +100.6% | +183.7% | -83.1% | -1.8% |
| All | +1,022.5% | +816.1% | +206.3% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling