+1,305.8%
LNT vs AEE
+818.5%
+487.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -0.8% |
| 7D | +0.2% | +1.1% | -0.9% | -0.6% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | -5.5% | -0.9% | -4.6% | -4.9% |
| 6M | -3.8% | -2.4% | -1.4% | -2.0% |
| YTD | +6.8% | +8.6% | -1.8% | +0.3% |
| 1Y | +9.3% | +10.2% | -0.8% | +1.5% |
| 3Y | +47.9% | +47.8% | +0.1% | +9.6% |
| 5Y | +31.6% | +40.1% | -8.5% | +2.2% |
| 10Y | +150.1% | +195.0% | -44.9% | +12.4% |
| All | +1,305.8% | +818.5% | +487.3% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling