+1,533.3%
LITE vs AEP
+191.0%
+1,342.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.4% | +9.3% | +10.5% |
| 7D | -12.9% | -1.5% | -11.4% | -12.6% |
| 30D | -46.0% | +4.5% | -50.5% | -46.4% |
| 3M | -33.0% | +2.8% | -35.9% | -33.3% |
| 6M | -34.0% | -0.7% | -33.4% | -34.1% |
| YTD | +61.7% | +13.8% | +47.9% | +58.2% |
| 1Y | +148.3% | +9.0% | +139.3% | +144.7% |
| 3Y | +1,408.5% | +83.0% | +1,325.5% | +1,201.6% |
| 5Y | +546.2% | +83.3% | +462.9% | +453.4% |
| 10Y | +1,533.3% | +194.6% | +1,338.7% | +1,340.9% |
| All | +1,533.3% | +191.0% | +1,342.3% | +1,340.9% |
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