+27.6%
LII vs AEE
+40.8%
-13.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -0.7% | +0.3% | -1.1% | -0.9% |
| 30D | -12.6% | -2.3% | -10.3% | -11.7% |
| 3M | -24.4% | +0.2% | -24.7% | -24.4% |
| 6M | -28.7% | -4.7% | -24.0% | -27.2% |
| YTD | -19.1% | +8.1% | -27.2% | -21.6% |
| 1Y | -29.7% | +8.5% | -38.2% | -32.1% |
| 3Y | +4.8% | +48.9% | -44.1% | -12.6% |
| All | +27.6% | +40.8% | -13.1% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling