+168.9%
LII vs AEIS
+375.1%
-206.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.4% |
| 7D | -2.3% | +9.5% | -11.8% | -5.0% |
| 30D | -1.7% | -17.5% | +15.8% | +1.8% |
| 3M | -18.3% | -29.3% | +11.0% | -12.5% |
| 6M | -32.3% | -34.7% | +2.4% | -27.1% |
| YTD | -27.1% | +10.7% | -37.8% | -33.4% |
| 1Y | -27.2% | +7.4% | -34.6% | -33.0% |
| 3Y | -8.9% | +161.1% | -170.1% | -37.3% |
| 5Y | +19.7% | +150.7% | -131.0% | -18.1% |
| 10Y | +168.9% | +360.8% | -192.0% | +40.8% |
| All | +168.9% | +375.1% | -206.2% | +40.8% |
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