+3,963.9%
LLY vs AEE
+875.5%
+3,088.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.5% | +2.1% | -6.6% | -5.4% |
| 30D | +13.9% | +11.4% | +2.5% | +8.7% |
| 3M | +13.8% | +5.0% | +8.8% | +11.3% |
| 6M | +37.6% | +4.4% | +33.2% | +34.7% |
| YTD | +26.6% | +15.4% | +11.2% | +18.6% |
| 1Y | +45.3% | +13.8% | +31.6% | +36.9% |
| 3Y | +132.2% | +58.0% | +74.2% | +86.6% |
| 5Y | +434.7% | +52.9% | +381.7% | +331.1% |
| 10Y | +2,084.3% | +205.1% | +1,879.2% | +1,142.9% |
| All | +3,963.9% | +875.5% | +3,088.4% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling