+1,426.5%
LITE vs AEM
+301.0%
+1,125.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | -2.2% |
| 7D | +22.6% | -5.6% | +28.2% | +25.0% |
| 30D | -36.8% | -3.9% | -32.9% | -36.1% |
| 3M | -33.0% | -3.4% | -29.6% | -33.0% |
| 6M | -37.1% | -9.0% | -28.0% | -36.4% |
| YTD | +69.5% | +5.9% | +63.5% | +62.6% |
| 1Y | +146.1% | +4.0% | +142.1% | +138.1% |
| All | +1,426.5% | +301.0% | +1,125.5% | +906.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling