+2,790.8%
LII vs AEE
+870.7%
+1,920.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.4% |
| 30D | -4.6% | +11.4% | -16.0% | -8.7% |
| 3M | -21.2% | +5.0% | -26.2% | -22.8% |
| 6M | -36.4% | +4.4% | -40.9% | -37.5% |
| YTD | -28.9% | +15.4% | -44.3% | -33.0% |
| 1Y | -29.5% | +13.8% | -43.3% | -33.2% |
| 3Y | -8.6% | +58.0% | -66.6% | -25.5% |
| 5Y | +20.2% | +52.9% | -32.7% | -1.2% |
| 10Y | +166.2% | +205.1% | -38.9% | +55.3% |
| All | +2,790.8% | +870.7% | +1,920.1% | +949.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling