+232.7%
LITE vs AEE
+13.9%
+218.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.5% | -10.3% | -7.7% |
| 7D | -31.4% | +4.7% | -36.1% | -31.4% |
| 30D | -42.6% | +13.4% | -56.0% | -43.5% |
| 3M | -26.2% | +4.1% | -30.3% | -26.1% |
| 6M | -35.8% | +2.0% | -37.8% | -35.9% |
| YTD | +70.0% | +15.6% | +54.4% | +61.8% |
| 1Y | +232.7% | +14.1% | +218.6% | +217.3% |
| All | +232.7% | +13.9% | +218.8% | +217.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling