+5,083.9%
LITE vs AEP
+234.1%
+4,849.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | -1.5% | +1.8% | -3.3% | -1.9% |
| 30D | +6.7% | -0.8% | +7.5% | +6.8% |
| 3M | -6.8% | -1.8% | -4.9% | -6.6% |
| 6M | +29.4% | -5.4% | +34.8% | +30.5% |
| YTD | +139.1% | +10.4% | +128.6% | +134.5% |
| 1Y | +521.0% | +18.2% | +502.8% | +502.5% |
| 3Y | +1,535.3% | +79.0% | +1,456.3% | +1,295.9% |
| 5Y | +889.8% | +64.8% | +825.0% | +758.6% |
| 10Y | +2,400.7% | +170.8% | +2,229.9% | +1,846.5% |
| All | +5,083.9% | +234.1% | +4,849.7% | +2,514.4% |
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