+179.2%
LH vs AEE
+191.1%
-11.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.7% | -0.8% | -3.9% | -4.3% |
| 30D | -3.5% | -2.9% | -0.6% | -2.2% |
| 3M | +17.7% | -2.4% | +20.1% | +18.8% |
| 6M | +15.8% | -2.7% | +18.5% | +16.7% |
| YTD | +25.1% | +7.3% | +17.8% | +20.4% |
| 1Y | +12.5% | +7.5% | +5.0% | +8.1% |
| 3Y | +59.8% | +46.2% | +13.6% | +31.3% |
| 5Y | +27.1% | +39.7% | -12.6% | +5.4% |
| All | +179.2% | +191.1% | -11.9% | +84.6% |
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