+232.7%
LITE vs AEM
+17.3%
+215.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +9.7% | -17.5% | -12.8% |
| 7D | -31.4% | +0.2% | -31.6% | -31.8% |
| 30D | -42.6% | +0.1% | -42.7% | -42.6% |
| 3M | -26.2% | +22.1% | -48.3% | -36.5% |
| 6M | -35.8% | +2.4% | -38.2% | -38.6% |
| YTD | +70.0% | +8.9% | +61.1% | +21.3% |
| 1Y | +232.7% | +18.7% | +214.0% | +90.5% |
| All | +232.7% | +17.3% | +215.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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