+2,080.1%
LLY vs AEE
+222.5%
+1,857.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.8% |
| 7D | +6.7% | +1.7% | +5.0% | +6.0% |
| 30D | +19.6% | +9.7% | +9.8% | +15.2% |
| 3M | +19.7% | +5.9% | +13.8% | +16.9% |
| 6M | +42.7% | +6.7% | +36.0% | +38.7% |
| YTD | +35.1% | +17.4% | +17.8% | +26.4% |
| 1Y | +42.2% | +12.7% | +29.5% | +35.1% |
| 3Y | +140.8% | +68.2% | +72.6% | +91.9% |
| 5Y | +480.6% | +57.3% | +423.3% | +371.7% |
| All | +2,080.1% | +222.5% | +1,857.6% | +1,239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling