-8.6%
LII vs AEE
+57.7%
-66.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.3% |
| 30D | -4.6% | +11.4% | -16.0% | -7.7% |
| 3M | -21.2% | +5.0% | -26.2% | -22.4% |
| 6M | -36.4% | +4.4% | -40.9% | -37.2% |
| YTD | -28.9% | +15.4% | -44.3% | -31.2% |
| 1Y | -29.5% | +13.8% | -43.3% | -31.6% |
| 3Y | -8.6% | +58.0% | -66.6% | -15.1% |
| All | -8.6% | +57.7% | -66.2% | -15.1% |
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