+30.0%
LH vs AEIS
+238.7%
-208.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | -3.2% | +6.5% | -9.6% | -3.9% |
| 30D | +0.1% | -9.2% | +9.3% | +1.1% |
| 3M | +18.6% | -8.3% | +27.0% | +18.1% |
| 6M | +17.9% | -6.3% | +24.3% | +15.8% |
| YTD | +28.9% | +36.5% | -7.6% | +18.2% |
| 1Y | +16.6% | +84.8% | -68.1% | +0.4% |
| 3Y | +63.6% | +176.6% | -113.0% | +25.3% |
| 5Y | +30.0% | +237.1% | -207.1% | -8.0% |
| All | +30.0% | +238.7% | -208.7% | -8.0% |
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