+2,259.5%
LITE vs AEM
+338.9%
+1,920.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | +6.7% | +24.0% | -17.4% | +2.3% |
| 3M | -6.8% | +16.1% | -22.8% | -9.6% |
| 6M | +29.4% | -11.6% | +41.1% | +31.0% |
| YTD | +139.1% | +21.5% | +117.5% | +130.1% |
| 1Y | +521.0% | +39.2% | +481.8% | +488.6% |
| 3Y | +1,535.3% | +347.4% | +1,187.9% | +1,232.7% |
| 5Y | +889.8% | +290.1% | +599.7% | +706.4% |
| All | +2,259.5% | +338.9% | +1,920.5% | +1,785.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling