+3,349.7%
LLY vs AEE
+813.9%
+2,535.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.1% | +0.3% | -2.5% | -2.3% |
| 30D | -1.6% | -2.3% | +0.7% | -0.7% |
| 3M | +2.3% | +0.2% | +2.1% | +2.0% |
| 6M | +14.9% | -4.7% | +19.6% | +17.1% |
| YTD | +7.5% | +8.1% | -0.6% | +3.6% |
| 1Y | +55.7% | +8.5% | +47.1% | +49.5% |
| 3Y | +110.6% | +48.9% | +61.7% | +73.5% |
| 5Y | +363.4% | +39.9% | +323.5% | +288.3% |
| 10Y | +1,649.0% | +186.5% | +1,462.4% | +921.3% |
| All | +3,349.7% | +813.9% | +2,535.8% | +1,004.2% |
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