+361.5%
LLY vs AEE
+43.4%
+318.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | -3.1% | +1.3% | -4.4% | -3.5% |
| 30D | -5.1% | -1.2% | -3.8% | -4.8% |
| 3M | -2.1% | +1.0% | -3.1% | -2.5% |
| 6M | +13.8% | -2.3% | +16.1% | +14.6% |
| YTD | +5.1% | +9.1% | -4.0% | +2.1% |
| 1Y | +53.1% | +10.6% | +42.6% | +47.9% |
| 3Y | +95.6% | +48.5% | +47.1% | +71.9% |
| 5Y | +361.5% | +39.9% | +321.6% | +313.7% |
| All | +361.5% | +43.4% | +318.1% | +313.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling