+580.4%
LITE vs AEE
+56.1%
+524.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +22.6% | +0.6% | +21.9% | +22.4% |
| 30D | -36.8% | +8.8% | -45.6% | -37.7% |
| 3M | -33.0% | +5.1% | -38.1% | -33.6% |
| 6M | -37.1% | +5.2% | -42.2% | -37.9% |
| YTD | +69.5% | +16.1% | +53.4% | +64.1% |
| 1Y | +146.1% | +10.4% | +135.7% | +140.5% |
| 3Y | +1,440.8% | +63.1% | +1,377.7% | +1,261.3% |
| 5Y | +580.4% | +55.6% | +524.9% | +510.1% |
| All | +580.4% | +56.1% | +524.4% | +510.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling