+68.5%
LIN vs AEP
+87.7%
-19.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.1% | +2.9% | -0.8% | +1.3% |
| 30D | +6.8% | +3.2% | +3.6% | +5.8% |
| 3M | +10.4% | +3.8% | +6.6% | +9.1% |
| 6M | +3.2% | +2.5% | +0.7% | +2.2% |
| YTD | +24.6% | +15.5% | +9.1% | +18.8% |
| 1Y | +24.4% | +9.6% | +14.8% | +20.5% |
| 3Y | +36.7% | +91.2% | -54.4% | +8.1% |
| All | +68.5% | +87.7% | -19.1% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling