+143.5%
LTH vs AEE
+47.2%
+96.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -0.6% | +0.3% | -1.0% | -0.8% |
| 30D | -4.6% | -2.3% | -2.3% | -3.6% |
| 3M | +32.8% | +0.2% | +32.6% | +32.5% |
| 6M | +64.6% | -4.7% | +69.4% | +67.3% |
| YTD | +62.6% | +8.1% | +54.5% | +55.2% |
| 1Y | +49.9% | +8.5% | +41.4% | +42.8% |
| 3Y | +151.3% | +48.9% | +102.4% | +103.5% |
| All | +143.5% | +47.2% | +96.4% | +96.5% |
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