+167.7%
LII vs AEE
+191.3%
-23.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | -13.5% | -2.0% | -11.5% | -12.9% |
| 3M | -26.0% | -2.8% | -23.2% | -25.1% |
| 6M | -26.8% | -3.6% | -23.2% | -25.8% |
| YTD | -22.9% | +7.3% | -30.2% | -24.7% |
| 1Y | -32.6% | +8.7% | -41.3% | -34.6% |
| 3Y | -1.3% | +46.0% | -47.3% | -14.7% |
| 5Y | +23.1% | +39.8% | -16.7% | +7.9% |
| All | +167.7% | +191.3% | -23.6% | +97.0% |
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 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