+427.2%
LIN vs AEE
+216.2%
+210.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | +8.0% | +9.7% | -1.7% | +4.0% |
| 3M | +7.7% | +5.8% | +1.9% | +5.1% |
| 6M | +5.1% | +4.5% | +0.6% | +2.9% |
| YTD | +24.7% | +15.8% | +8.9% | +16.8% |
| 1Y | +25.1% | +10.8% | +14.3% | +19.2% |
| 3Y | +36.8% | +62.8% | -25.9% | +9.6% |
| 5Y | +67.9% | +56.1% | +11.8% | +35.8% |
| 10Y | +427.2% | +216.4% | +210.7% | +263.7% |
| All | +427.2% | +216.2% | +210.9% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling