+185.8%
LMT vs AEP
+174.9%
+10.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | -0.9% | +0.7% | +0.2% |
| 30D | -13.1% | -1.1% | -12.0% | -12.7% |
| 3M | -3.9% | -3.3% | -0.6% | -2.5% |
| 6M | -18.3% | -4.6% | -13.6% | -16.9% |
| YTD | +10.3% | +9.4% | +0.9% | +5.6% |
| 1Y | +14.2% | +16.9% | -2.7% | +5.9% |
| 3Y | +35.0% | +76.6% | -41.7% | +2.2% |
| 5Y | +73.2% | +66.2% | +7.0% | +33.0% |
| All | +185.8% | +174.9% | +10.9% | +115.1% |
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