+132.2%
LLY vs AEP
+76.7%
+55.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.5% | -2.8% | -1.7% | -4.1% |
| 30D | +13.9% | +3.6% | +10.3% | +13.4% |
| 3M | +13.8% | +1.8% | +12.0% | +13.5% |
| 6M | +37.6% | -3.1% | +40.7% | +38.4% |
| YTD | +26.6% | +12.2% | +14.4% | +25.6% |
| 1Y | +45.3% | +9.1% | +36.2% | +44.7% |
| 3Y | +132.2% | +77.9% | +54.3% | +136.8% |
| All | +132.2% | +76.7% | +55.5% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling