+1,587.5%
LITE vs AEE
+211.4%
+1,376.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -13.9% | +3.0% | -16.9% | -14.7% |
| 30D | -46.9% | +11.2% | -58.2% | -48.8% |
| 3M | -28.0% | +7.0% | -35.0% | -29.7% |
| 6M | -35.2% | +5.7% | -40.9% | -36.8% |
| YTD | +58.9% | +16.2% | +42.6% | +50.3% |
| 1Y | +125.3% | +12.0% | +113.3% | +115.7% |
| 3Y | +1,344.4% | +63.4% | +1,281.1% | +1,092.2% |
| 5Y | +541.2% | +56.0% | +485.1% | +430.6% |
| 10Y | +1,587.5% | +217.4% | +1,370.2% | +1,182.8% |
| All | +1,587.5% | +211.4% | +1,376.1% | +1,182.8% |
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