+1,493.1%
LITE vs AEP
+207.1%
+1,286.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | +10.8% | +2.9% | +7.9% | +10.3% |
| 30D | -33.4% | +3.2% | -36.6% | -33.8% |
| 3M | -32.2% | +3.8% | -36.0% | -32.6% |
| 6M | -42.1% | +2.5% | -44.6% | -42.4% |
| YTD | +61.9% | +15.5% | +46.4% | +58.0% |
| 1Y | +163.0% | +9.6% | +153.4% | +158.9% |
| 3Y | +1,358.0% | +91.2% | +1,266.9% | +1,147.2% |
| 5Y | +549.9% | +88.2% | +461.7% | +454.5% |
| All | +1,493.1% | +207.1% | +1,286.0% | +1,347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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