+2,502.5%
LITE vs AEE
+185.4%
+2,317.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.1% | +10.7% |
| 7D | +12.6% | +1.3% | +11.3% | +12.2% |
| 30D | +9.9% | -1.2% | +11.2% | +10.5% |
| 3M | +9.3% | +1.0% | +8.3% | +8.4% |
| 6M | +75.2% | -2.3% | +77.5% | +75.7% |
| YTD | +165.5% | +9.1% | +156.3% | +156.8% |
| 1Y | +555.0% | +10.6% | +544.4% | +528.9% |
| 3Y | +1,870.5% | +48.5% | +1,822.0% | +1,582.6% |
| 5Y | +1,009.8% | +39.9% | +970.0% | +856.8% |
| 10Y | +2,502.5% | +185.7% | +2,316.8% | +1,802.4% |
| All | +2,502.5% | +185.4% | +2,317.1% | +1,802.4% |
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