+521.0%
LITE vs AEE
+8.8%
+512.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | +0.3% | -1.9% | -1.5% |
| 30D | +6.7% | -2.3% | +8.9% | +6.6% |
| 3M | -6.8% | +0.2% | -7.0% | -8.6% |
| 6M | +29.4% | -4.7% | +34.2% | +28.3% |
| YTD | +139.1% | +8.1% | +131.0% | +145.0% |
| 1Y | +521.0% | +8.5% | +512.4% | +558.1% |
| All | +521.0% | +8.8% | +512.2% | +558.1% |
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