+75.2%
LMT vs AEE
+38.5%
+36.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.5% | -0.7% | +0.1% | -0.3% |
| 30D | -10.8% | -2.0% | -8.8% | -10.1% |
| 3M | +1.6% | -2.8% | +4.4% | +2.7% |
| 6M | -17.6% | -3.6% | -14.0% | -16.6% |
| YTD | +11.6% | +7.3% | +4.3% | +8.5% |
| 1Y | +17.2% | +8.7% | +8.5% | +13.3% |
| 3Y | +35.7% | +46.0% | -10.3% | +16.9% |
| 5Y | +75.2% | +39.8% | +35.4% | +54.0% |
| All | +75.2% | +38.5% | +36.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling