-8.8%
LII vs AEIS
+159.1%
-167.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.5% |
| 7D | -0.2% | +23.2% | -23.4% | -5.3% |
| 30D | -0.6% | -17.0% | +16.4% | +2.9% |
| 3M | -17.0% | -32.2% | +15.2% | -9.7% |
| 6M | -31.1% | -32.6% | +1.4% | -26.5% |
| YTD | -27.7% | +9.4% | -37.0% | -34.9% |
| 1Y | -26.2% | +7.7% | -33.8% | -33.4% |
| All | -8.8% | +159.1% | -167.9% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling