+3,068.2%
LITE vs AEP
+239.6%
+2,828.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -35.9% | -2.8% | -33.1% | -35.6% |
| 30D | -51.5% | +3.6% | -55.2% | -51.9% |
| 3M | -35.7% | +1.8% | -37.5% | -35.9% |
| 6M | -43.0% | -3.1% | -39.8% | -42.8% |
| YTD | +46.1% | +12.2% | +33.9% | +42.8% |
| 1Y | +124.7% | +9.1% | +115.6% | +120.9% |
| 3Y | +1,172.1% | +77.9% | +1,094.2% | +989.7% |
| 5Y | +477.0% | +78.1% | +398.9% | +390.0% |
| 10Y | +1,465.7% | +187.8% | +1,277.9% | +1,094.2% |
| All | +3,068.2% | +239.6% | +2,828.6% | +1,492.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling