+175.1%
LH vs AEIS
+531.1%
-356.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.6% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | -4.6% | -16.4% | +11.8% | -1.4% |
| 3M | +14.5% | -11.1% | +25.7% | +14.6% |
| 6M | +14.8% | -12.0% | +26.8% | +13.6% |
| YTD | +23.3% | +30.9% | -7.6% | +10.3% |
| 1Y | +13.6% | +74.3% | -60.7% | -6.1% |
| 3Y | +56.3% | +165.2% | -108.8% | +11.5% |
| 5Y | +25.2% | +220.0% | -194.8% | -17.9% |
| All | +175.1% | +531.1% | -356.0% | +21.1% |
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