+2,024.1%
LLY vs AEP
+194.7%
+1,829.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +1.6% | -1.6% | +3.2% | +2.2% |
| 30D | +21.5% | +4.1% | +17.4% | +19.8% |
| 3M | +16.4% | +4.1% | +12.4% | +14.7% |
| 6M | +51.5% | -1.0% | +52.5% | +51.7% |
| YTD | +33.9% | +13.4% | +20.5% | +27.4% |
| 1Y | +49.1% | +6.7% | +42.4% | +45.0% |
| 3Y | +144.6% | +81.3% | +63.4% | +90.7% |
| 5Y | +466.3% | +80.1% | +386.2% | +336.9% |
| 10Y | +2,024.1% | +200.9% | +1,823.3% | +1,280.7% |
| All | +2,024.1% | +194.7% | +1,829.5% | +1,280.7% |
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