+256.7%
LH vs AEIS
+332.3%
-75.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.3% |
| 7D | +1.1% | +11.5% | -10.4% | -1.1% |
| 30D | +16.7% | -15.8% | +32.5% | +19.5% |
| 3M | +15.1% | -33.3% | +48.4% | +22.5% |
| 6M | +46.3% | -35.2% | +81.5% | +53.3% |
| YTD | +48.8% | +5.0% | +43.7% | +37.0% |
| 1Y | +39.7% | +8.5% | +31.2% | +27.4% |
| 3Y | +87.0% | +152.9% | -65.8% | +31.6% |
| 5Y | +53.0% | +144.6% | -91.6% | +4.9% |
| All | +256.7% | +332.3% | -75.6% | +72.5% |
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 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