+1,580.3%
LLY vs AEP
+170.1%
+1,410.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -8.6% | +1.5% | -10.1% | -9.2% |
| 3M | -1.6% | -1.7% | 0.0% | -1.2% |
| 6M | +11.8% | -4.0% | +15.9% | +13.2% |
| YTD | +5.1% | +10.6% | -5.5% | +1.0% |
| 1Y | +50.7% | +18.6% | +32.1% | +40.8% |
| 3Y | +95.7% | +78.7% | +17.0% | +53.9% |
| 5Y | +390.2% | +65.1% | +325.1% | +294.2% |
| 10Y | +1,580.3% | +177.7% | +1,402.6% | +1,083.9% |
| All | +1,580.3% | +170.1% | +1,410.2% | +1,083.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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