+132.3%
LEN vs AEIS
+350.2%
-217.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -8.7% | +23.2% | -32.0% | -14.1% |
| 30D | +11.6% | -17.0% | +28.6% | +15.2% |
| 3M | -1.3% | -32.2% | +30.9% | +7.2% |
| 6M | -1.4% | -32.6% | +31.1% | +4.3% |
| YTD | -16.9% | +9.4% | -26.2% | -26.7% |
| 1Y | -31.2% | +7.7% | -38.8% | -39.1% |
| 3Y | -25.6% | +157.9% | -183.5% | -54.6% |
| 5Y | -13.3% | +154.8% | -168.0% | -48.1% |
| All | +132.3% | +350.2% | -217.9% | -3.9% |
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