+3,574.4%
LITE vs AEM
+824.3%
+2,750.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | -3.1% |
| 7D | +22.6% | -5.6% | +28.2% | +23.5% |
| 30D | -36.8% | -3.9% | -32.9% | -36.5% |
| 3M | -33.0% | -3.4% | -29.6% | -32.9% |
| 6M | -37.1% | -9.0% | -28.0% | -36.7% |
| YTD | +69.5% | +5.9% | +63.5% | +67.9% |
| 1Y | +146.1% | +4.0% | +142.1% | +144.6% |
| 3Y | +1,440.8% | +298.8% | +1,142.1% | +1,292.8% |
| 5Y | +580.4% | +250.7% | +329.7% | +514.2% |
| 10Y | +1,606.7% | +405.9% | +1,200.8% | +1,464.5% |
| All | +3,574.4% | +824.3% | +2,750.1% | +4,232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling