+252.0%
LDOS vs AEIS
+358.4%
-106.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.3% | -9.0% | +0.6% |
| 7D | -5.8% | +1.0% | -6.8% | -6.5% |
| 30D | +11.6% | -24.0% | +35.6% | +15.5% |
| 3M | -1.0% | -32.5% | +31.5% | +3.8% |
| 6M | +5.1% | -38.6% | +43.6% | +10.1% |
| YTD | -24.0% | +4.8% | -28.9% | -29.3% |
| 1Y | -30.3% | +1.3% | -31.6% | -34.7% |
| 3Y | +37.0% | +159.2% | -122.3% | +1.0% |
| 5Y | +53.4% | +140.8% | -87.5% | +11.5% |
| 10Y | +252.0% | +349.8% | -97.8% | +90.6% |
| All | +252.0% | +358.4% | -106.5% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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