+431.5%
LIN vs AEIS
+332.3%
+99.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.4% |
| 7D | +2.1% | +11.5% | -9.4% | -0.1% |
| 30D | +6.8% | -15.8% | +22.5% | +9.1% |
| 3M | +10.4% | -33.3% | +43.7% | +17.3% |
| 6M | +3.2% | -35.2% | +38.3% | +8.1% |
| YTD | +24.6% | +5.0% | +19.6% | +14.7% |
| 1Y | +24.4% | +8.5% | +15.9% | +13.3% |
| 3Y | +36.7% | +152.9% | -116.1% | -4.7% |
| 5Y | +67.0% | +144.6% | -77.6% | +14.3% |
| All | +431.5% | +332.3% | +99.2% | +182.7% |
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