+738.1%
LPLA vs AEE
+222.5%
+515.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | -9.5% | +9.7% | -19.2% | -11.5% |
| 3M | -21.9% | +5.9% | -27.8% | -23.0% |
| 6M | -2.6% | +6.7% | -9.3% | -4.5% |
| YTD | -17.8% | +17.4% | -35.2% | -21.7% |
| 1Y | -21.2% | +12.7% | -33.8% | -24.1% |
| 3Y | +30.6% | +68.2% | -37.6% | +11.4% |
| 5Y | +81.3% | +57.3% | +24.0% | +55.4% |
| All | +738.1% | +222.5% | +515.6% | +700.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling