+1,533.3%
LITE vs AEM
+366.3%
+1,167.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.8% | +5.9% | +9.8% |
| 7D | -12.9% | +17.8% | -30.7% | -15.8% |
| 30D | -46.0% | +6.2% | -52.2% | -46.7% |
| 3M | -33.0% | +12.5% | -45.6% | -34.8% |
| 6M | -34.0% | +4.4% | -38.5% | -35.1% |
| YTD | +61.7% | +19.2% | +42.5% | +55.6% |
| 1Y | +148.3% | +25.5% | +122.8% | +138.0% |
| 3Y | +1,408.5% | +346.4% | +1,062.1% | +1,118.8% |
| 5Y | +546.2% | +305.7% | +240.5% | +419.0% |
| 10Y | +1,533.3% | +375.9% | +1,157.4% | +1,174.7% |
| All | +1,533.3% | +366.3% | +1,167.0% | +1,174.7% |
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