+36.5%
LMT vs AEP
+76.9%
-40.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | -10.8% | -0.1% | -10.7% | -10.8% |
| 3M | +1.6% | -3.2% | +4.8% | +2.7% |
| 6M | -17.6% | -5.3% | -12.3% | -16.4% |
| YTD | +11.6% | +9.5% | +2.1% | +8.4% |
| 1Y | +17.2% | +17.5% | -0.3% | +11.4% |
| All | +36.5% | +76.9% | -40.4% | +15.9% |
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