+1,587.5%
LITE vs AEM
+356.4%
+1,231.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.1% | +3.4% | -0.8% |
| 7D | -13.9% | +13.9% | -27.8% | -16.2% |
| 30D | -46.9% | +0.8% | -47.7% | -47.1% |
| 3M | -28.0% | +5.8% | -33.8% | -29.1% |
| 6M | -35.2% | -1.0% | -34.2% | -35.6% |
| YTD | +58.9% | +13.1% | +45.8% | +54.4% |
| 1Y | +125.3% | +14.4% | +110.9% | +119.3% |
| 3Y | +1,344.4% | +325.7% | +1,018.7% | +1,083.5% |
| 5Y | +541.2% | +273.7% | +267.4% | +424.6% |
| 10Y | +1,587.5% | +390.1% | +1,197.4% | +1,236.0% |
| All | +1,587.5% | +356.4% | +1,231.1% | +1,236.0% |
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