+1,580.3%
LLY vs AEE
+186.8%
+1,393.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -3.1% | +1.1% | -4.1% | -3.5% |
| 30D | -8.6% | 0.0% | -8.6% | -8.7% |
| 3M | -1.6% | -0.9% | -0.7% | -1.4% |
| 6M | +11.8% | -2.4% | +14.2% | +12.7% |
| YTD | +5.1% | +8.6% | -3.5% | +1.5% |
| 1Y | +50.7% | +10.2% | +40.6% | +44.6% |
| 3Y | +95.7% | +47.8% | +47.9% | +65.3% |
| 5Y | +390.2% | +40.1% | +350.1% | +319.8% |
| 10Y | +1,580.3% | +195.0% | +1,385.3% | +1,079.6% |
| All | +1,580.3% | +186.8% | +1,393.5% | +1,079.6% |
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