-7.8%
LII vs AEE
+65.0%
-72.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | +2.9% | +1.7% | +1.2% | +2.4% |
| 30D | +0.9% | +9.7% | -8.8% | -2.0% |
| 3M | -15.5% | +5.9% | -21.5% | -17.1% |
| 6M | -30.2% | +6.7% | -36.9% | -31.5% |
| YTD | -26.8% | +17.4% | -44.2% | -29.6% |
| 1Y | -25.3% | +12.7% | -37.9% | -27.5% |
| 3Y | -7.8% | +68.2% | -76.0% | -17.3% |
| All | -7.8% | +65.0% | -72.7% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling