+189.5%
LQD vs AEM
+2,192.6%
-2,003.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | 0.0% | +3.0% | -3.0% | -0.1% |
| 30D | -0.2% | +12.5% | -12.7% | -0.5% |
| 3M | -1.7% | +26.9% | -28.6% | -2.3% |
| 6M | -2.7% | -9.4% | +6.8% | -2.6% |
| YTD | -1.4% | +20.3% | -21.7% | -2.1% |
| 1Y | -1.0% | +33.8% | -34.8% | -1.9% |
| 3Y | +15.1% | +349.8% | -334.8% | +10.4% |
| 5Y | -5.2% | +301.0% | -306.2% | -9.0% |
| 10Y | +23.3% | +376.1% | -352.7% | +17.4% |
| All | +189.5% | +2,192.6% | -2,003.1% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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