+1,172.1%
LITE vs AEP
+76.7%
+1,095.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.6% |
| 7D | -35.9% | -2.8% | -33.1% | -36.4% |
| 30D | -51.5% | +3.6% | -55.2% | -51.1% |
| 3M | -35.7% | +1.8% | -37.5% | -35.5% |
| 6M | -43.0% | -3.1% | -39.8% | -43.5% |
| YTD | +46.1% | +12.2% | +33.9% | +53.3% |
| 1Y | +124.7% | +9.1% | +115.6% | +132.9% |
| 3Y | +1,172.1% | +77.9% | +1,094.2% | +1,334.1% |
| All | +1,172.1% | +76.7% | +1,095.3% | +1,334.1% |
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