+427.2%
LIN vs AEP
+206.3%
+220.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +8.0% | +4.8% | +3.2% | +6.2% |
| 3M | +7.7% | +5.4% | +2.3% | +5.5% |
| 6M | +5.1% | +0.4% | +4.7% | +4.6% |
| YTD | +24.7% | +15.5% | +9.2% | +17.5% |
| 1Y | +25.1% | +8.5% | +16.6% | +20.6% |
| 3Y | +36.8% | +84.6% | -47.8% | +5.3% |
| 5Y | +67.9% | +86.9% | -19.0% | +27.1% |
| 10Y | +427.2% | +205.1% | +222.0% | +263.6% |
| All | +427.2% | +206.3% | +220.9% | +263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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