+167.7%
LTH vs AEE
+57.7%
+110.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | +17.7% | +9.7% | +8.0% | +13.1% |
| 3M | +8.5% | +5.8% | +2.7% | +5.8% |
| 6M | +46.9% | +4.5% | +42.5% | +43.9% |
| YTD | +78.8% | +15.8% | +63.0% | +65.6% |
| 1Y | +84.9% | +10.8% | +74.1% | +75.1% |
| 3Y | +246.4% | +62.8% | +183.6% | +169.6% |
| 5Y | +129.6% | +56.1% | +73.5% | +81.9% |
| All | +167.7% | +57.7% | +110.0% | +109.7% |
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 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