+18.7%
LHX vs AEE
+38.7%
-19.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -0.8% | -3.5% | -3.9% |
| 30D | -15.1% | -2.9% | -12.2% | -14.0% |
| 3M | -21.0% | -2.4% | -18.6% | -20.2% |
| 6M | -32.0% | -2.7% | -29.3% | -31.3% |
| YTD | -15.3% | +7.3% | -22.6% | -18.2% |
| 1Y | -11.1% | +7.5% | -18.6% | -14.3% |
| 3Y | +54.0% | +46.2% | +7.8% | +27.1% |
| All | +18.7% | +38.7% | -19.9% | +1.0% |
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