+1,533.3%
LITE vs AEE
+205.5%
+1,327.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.4% |
| 7D | -12.9% | +2.3% | -15.2% | -13.5% |
| 30D | -46.0% | +11.6% | -57.5% | -48.0% |
| 3M | -33.0% | +5.5% | -38.5% | -34.3% |
| 6M | -34.0% | +6.0% | -40.1% | -35.7% |
| YTD | +61.7% | +16.6% | +45.2% | +52.8% |
| 1Y | +148.3% | +12.1% | +136.2% | +137.6% |
| 3Y | +1,408.5% | +64.2% | +1,344.3% | +1,141.1% |
| 5Y | +546.2% | +59.1% | +487.1% | +429.8% |
| 10Y | +1,533.3% | +210.2% | +1,323.1% | +1,058.9% |
| All | +1,533.3% | +205.5% | +1,327.8% | +1,058.9% |
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