-32.0%
LII vs AEE
+10.4%
-42.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +0.5% | +1.1% | -0.6% | -0.1% |
| 30D | -11.2% | 0.0% | -11.2% | -11.3% |
| 3M | -28.8% | -0.9% | -27.9% | -28.0% |
| 6M | -26.9% | -2.4% | -24.5% | -25.8% |
| YTD | -22.2% | +8.6% | -30.8% | -23.9% |
| 1Y | -32.0% | +10.2% | -42.1% | -33.4% |
| All | -32.0% | +10.4% | -42.4% | -33.4% |
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