+3,188.9%
LII vs AEIS
+644.6%
+2,544.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.3% | +0.6% |
| 7D | -0.7% | +3.0% | -3.7% | -1.4% |
| 30D | -12.6% | -14.6% | +2.0% | -9.8% |
| 3M | -24.4% | -12.4% | -12.0% | -23.3% |
| 6M | -28.7% | -15.0% | -13.7% | -27.5% |
| YTD | -19.1% | +34.3% | -53.4% | -26.0% |
| 1Y | -29.7% | +87.4% | -117.1% | -40.6% |
| 3Y | +4.8% | +139.8% | -135.0% | -17.7% |
| 5Y | +24.6% | +220.7% | -196.2% | -9.0% |
| 10Y | +169.2% | +531.6% | -362.4% | +57.7% |
| All | +3,188.9% | +644.6% | +2,544.2% | +1,148.0% |
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