-27.8%
LII vs AEE
+12.7%
-40.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.5% |
| 7D | -1.2% | +2.3% | -3.5% | -2.7% |
| 30D | -2.0% | +11.6% | -13.5% | -8.3% |
| 3M | -20.2% | +5.5% | -25.7% | -22.8% |
| 6M | -32.5% | +6.0% | -38.6% | -34.5% |
| YTD | -27.4% | +16.6% | -44.0% | -33.7% |
| All | -27.8% | +12.7% | -40.5% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling