+171.4%
LII vs AEIS
+545.5%
-374.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | +0.5% | +6.5% | -6.0% | -1.3% |
| 30D | -11.2% | -9.2% | -2.0% | -9.3% |
| 3M | -28.8% | -8.3% | -20.4% | -28.5% |
| 6M | -26.9% | -6.3% | -20.6% | -27.5% |
| YTD | -22.2% | +36.5% | -58.7% | -31.2% |
| 1Y | -32.0% | +84.8% | -116.7% | -45.5% |
| 3Y | -0.4% | +176.6% | -177.0% | -30.9% |
| 5Y | +22.4% | +237.1% | -214.7% | -20.6% |
| 10Y | +171.4% | +554.7% | -383.2% | +35.4% |
| All | +171.4% | +545.5% | -374.1% | +35.4% |
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