+9,936.4%
LH vs AEE
+892.1%
+9,044.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | +16.7% | +9.7% | +7.0% | +12.9% |
| 3M | +15.1% | +5.9% | +9.2% | +12.7% |
| 6M | +46.3% | +6.7% | +39.6% | +42.7% |
| YTD | +48.8% | +17.4% | +31.4% | +40.0% |
| 1Y | +39.7% | +12.7% | +27.0% | +33.3% |
| 3Y | +87.0% | +68.2% | +18.8% | +54.2% |
| 5Y | +53.0% | +57.3% | -4.3% | +28.2% |
| 10Y | +264.3% | +220.6% | +43.7% | +143.3% |
| All | +9,936.4% | +892.1% | +9,044.3% | +4,558.2% |
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