+132.4%
LEN vs AEIS
+332.3%
-199.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.1% |
| 7D | -5.8% | +11.5% | -17.3% | -8.8% |
| 30D | +13.7% | -15.8% | +29.5% | +16.7% |
| 3M | -3.9% | -33.3% | +29.4% | +4.8% |
| 6M | -0.4% | -35.2% | +34.8% | +6.5% |
| YTD | -16.8% | +5.0% | -21.9% | -25.9% |
| 1Y | -29.5% | +8.5% | -38.0% | -38.0% |
| 3Y | -25.6% | +152.9% | -178.5% | -54.5% |
| 5Y | -13.2% | +144.6% | -157.9% | -47.5% |
| All | +132.4% | +332.3% | -199.9% | -2.8% |
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