+2,080.1%
LLY vs AEP
+207.1%
+1,873.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | +2.9% | +3.9% | +5.7% |
| 30D | +19.6% | +3.2% | +16.4% | +18.3% |
| 3M | +19.7% | +3.8% | +15.9% | +18.1% |
| 6M | +42.7% | +2.5% | +40.2% | +41.2% |
| YTD | +35.1% | +15.5% | +19.7% | +27.7% |
| 1Y | +42.2% | +9.6% | +32.6% | +36.9% |
| 3Y | +140.8% | +91.2% | +49.6% | +83.9% |
| 5Y | +480.6% | +88.2% | +392.4% | +339.9% |
| All | +2,080.1% | +207.1% | +1,873.0% | +1,292.2% |
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