+186.9%
LQD vs AEE
+604.7%
-417.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -1.1% | -2.0% | +0.8% | -1.0% |
| 3M | -2.3% | -2.8% | +0.5% | -2.2% |
| 6M | -2.9% | -3.6% | +0.7% | -2.7% |
| YTD | -2.3% | +7.3% | -9.6% | -2.9% |
| 1Y | -2.2% | +8.7% | -10.9% | -2.8% |
| 3Y | +14.0% | +46.0% | -32.0% | +10.8% |
| 5Y | -5.8% | +39.8% | -45.5% | -8.4% |
| 10Y | +22.2% | +191.4% | -169.2% | +14.0% |
| All | +186.9% | +604.7% | -417.9% | +156.3% |
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