-42.0%
LEN vs AEIS
+81.9%
-123.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.8% | +1.7% |
| 7D | -4.8% | +2.3% | -7.0% | -5.0% |
| 30D | -6.6% | -14.8% | +8.2% | -5.2% |
| 3M | -15.7% | -15.6% | -0.1% | -14.9% |
| 6M | -16.6% | -8.7% | -7.9% | -17.5% |
| YTD | -21.3% | +37.3% | -58.7% | -24.4% |
| 1Y | -42.0% | +80.3% | -122.4% | -43.5% |
| All | -42.0% | +81.9% | -123.9% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling