+18.8%
LII vs AEIS
+142.3%
-123.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.3% |
| 7D | +2.9% | +11.5% | -8.6% | -0.5% |
| 30D | +0.9% | -15.8% | +16.7% | +4.3% |
| 3M | -15.5% | -33.3% | +17.8% | -6.8% |
| 6M | -30.2% | -35.2% | +5.0% | -24.0% |
| YTD | -26.8% | +5.0% | -31.9% | -34.6% |
| 1Y | -25.3% | +8.5% | -33.7% | -34.1% |
| 3Y | -7.8% | +152.9% | -160.6% | -45.9% |
| All | +18.8% | +142.3% | -123.5% | -33.1% |
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