+17,561.1%
LLY vs AEP
+2,223.4%
+15,337.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | +1.8% | -3.9% | -2.8% |
| 30D | -1.6% | -0.8% | -0.8% | -1.4% |
| 3M | +2.3% | -1.8% | +4.1% | +2.8% |
| 6M | +14.9% | -5.4% | +20.3% | +16.8% |
| YTD | +7.5% | +10.4% | -3.0% | +3.2% |
| 1Y | +55.7% | +18.2% | +37.5% | +45.7% |
| 3Y | +110.6% | +79.0% | +31.6% | +67.0% |
| 5Y | +363.4% | +64.8% | +298.6% | +275.2% |
| 10Y | +1,649.0% | +170.8% | +1,478.1% | +1,060.5% |
| All | +17,561.1% | +2,223.4% | +15,337.7% | +4,657.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling