-13.3%
LEN vs AEIS
+145.4%
-158.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -8.7% | +23.2% | -32.0% | -13.2% |
| 30D | +11.6% | -17.0% | +28.6% | +14.9% |
| 3M | -1.3% | -32.2% | +30.9% | +6.6% |
| 6M | -1.4% | -32.6% | +31.1% | +3.9% |
| YTD | -16.9% | +9.4% | -26.2% | -27.3% |
| 1Y | -31.2% | +7.7% | -38.8% | -39.6% |
| 3Y | -25.6% | +157.9% | -183.5% | -58.0% |
| 5Y | -13.3% | +154.8% | -168.0% | -54.4% |
| All | -13.3% | +145.4% | -158.7% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling