+1,344.4%
LITE vs AEP
+82.5%
+1,262.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.7% |
| 7D | -13.9% | -0.8% | -13.1% | -14.2% |
| 30D | -46.9% | +4.9% | -51.8% | -46.3% |
| 3M | -28.0% | +4.9% | -32.9% | -27.2% |
| 6M | -35.2% | -0.3% | -34.9% | -35.4% |
| YTD | +58.9% | +14.3% | +44.6% | +67.4% |
| 1Y | +125.3% | +7.5% | +117.8% | +130.7% |
| 3Y | +1,344.4% | +82.6% | +1,261.8% | +1,540.2% |
| All | +1,344.4% | +82.5% | +1,262.0% | +1,540.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling