+9,986.2%
LH vs AEE
+881.3%
+9,104.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +18.7% | +8.8% | +9.9% | +15.2% |
| 3M | +15.3% | +5.1% | +10.3% | +13.2% |
| 6M | +45.4% | +5.2% | +40.2% | +42.5% |
| YTD | +49.5% | +16.1% | +33.4% | +41.2% |
| 1Y | +41.4% | +10.4% | +31.0% | +35.9% |
| 3Y | +87.6% | +63.1% | +24.5% | +56.3% |
| 5Y | +53.8% | +55.6% | -1.8% | +29.4% |
| 10Y | +266.2% | +217.1% | +49.0% | +145.5% |
| All | +9,986.2% | +881.3% | +9,104.9% | +4,599.8% |
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 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