+1,979.0%
LH vs AEIS
+1,985.6%
-6.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | +1.1% | +11.5% | -10.4% | -0.2% |
| 30D | +16.7% | -15.8% | +32.5% | +18.4% |
| 3M | +15.1% | -33.3% | +48.4% | +19.3% |
| 6M | +46.3% | -35.2% | +81.5% | +50.5% |
| YTD | +48.8% | +5.0% | +43.7% | +43.7% |
| 1Y | +39.7% | +8.5% | +31.2% | +34.3% |
| 3Y | +87.0% | +152.9% | -65.8% | +60.1% |
| 5Y | +53.0% | +144.6% | -91.6% | +29.9% |
| 10Y | +264.3% | +337.1% | -72.8% | +181.0% |
| All | +1,979.0% | +1,985.6% | -6.6% | +968.7% |
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