+2,968.0%
LEN vs AEIS
+2,566.8%
+401.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.6% |
| 7D | -3.2% | +3.0% | -6.1% | -3.8% |
| 30D | -4.9% | -14.6% | +9.8% | -2.0% |
| 3M | -8.5% | -12.4% | +3.9% | -7.7% |
| 6M | -20.7% | -15.0% | -5.7% | -20.2% |
| YTD | -17.4% | +34.3% | -51.7% | -25.2% |
| 1Y | -38.2% | +87.4% | -125.6% | -48.5% |
| 3Y | -24.9% | +139.8% | -164.6% | -42.2% |
| 5Y | -11.4% | +220.7% | -232.2% | -36.5% |
| 10Y | +110.0% | +531.6% | -421.6% | +23.2% |
| All | +2,968.0% | +2,566.8% | +401.1% | +938.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling