-43.0%
LITE vs AEM
+2.6%
-45.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.3% | +5.2% |
| 7D | -35.9% | +15.8% | -51.8% | -40.4% |
| 30D | -51.5% | +6.2% | -57.7% | -52.4% |
| 3M | -35.7% | +14.3% | -50.1% | -41.4% |
| 6M | -43.0% | +1.4% | -44.4% | -45.5% |
| All | -43.0% | +2.6% | -45.5% | -45.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling