+2,024.1%
LLY vs AEE
+211.4%
+1,812.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +1.6% | +3.0% | -1.4% | +0.4% |
| 30D | +21.5% | +11.2% | +10.2% | +16.4% |
| 3M | +16.4% | +7.0% | +9.4% | +13.2% |
| 6M | +51.5% | +5.7% | +45.8% | +47.8% |
| YTD | +33.9% | +16.2% | +17.7% | +25.8% |
| 1Y | +49.1% | +12.0% | +37.1% | +42.1% |
| 3Y | +144.6% | +63.4% | +81.3% | +97.4% |
| 5Y | +466.3% | +56.0% | +410.3% | +361.7% |
| 10Y | +2,024.1% | +217.4% | +1,806.8% | +1,214.6% |
| All | +2,024.1% | +211.4% | +1,812.7% | +1,214.6% |
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