+610.9%
LITE vs AEP
+83.4%
+527.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.1% | +9.6% | +10.6% |
| 7D | +3.4% | +0.7% | +2.7% | +3.4% |
| 30D | -34.9% | +4.8% | -39.7% | -35.0% |
| 3M | -21.0% | +5.4% | -26.4% | -21.1% |
| 6M | -38.5% | +0.4% | -38.8% | -38.6% |
| YTD | +75.8% | +15.5% | +60.3% | +75.8% |
| 1Y | +156.7% | +8.5% | +148.2% | +156.3% |
| 3Y | +1,498.6% | +84.6% | +1,414.0% | +1,372.8% |
| 5Y | +610.9% | +86.9% | +524.0% | +556.3% |
| All | +610.9% | +83.4% | +527.5% | +556.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling