+42.0%
LLY vs AEE
+12.0%
+30.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +6.6% | +1.7% | +4.9% | +5.8% |
| 30D | +19.4% | +9.7% | +9.7% | +14.8% |
| 3M | +19.6% | +5.9% | +13.6% | +16.5% |
| 6M | +42.6% | +6.7% | +35.9% | +38.3% |
| YTD | +35.0% | +17.4% | +17.6% | +29.5% |
| 1Y | +42.0% | +12.7% | +29.4% | +37.0% |
| All | +42.0% | +12.0% | +30.0% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling