+417.5%
LIN vs AEIS
+320.4%
+97.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.3% | -2.3% |
| 7D | +0.2% | -11.3% | +11.5% | +1.9% |
| 30D | +6.5% | -32.6% | +39.0% | +13.6% |
| 3M | +5.5% | -39.2% | +44.6% | +14.0% |
| 6M | +3.3% | -45.4% | +48.7% | +12.1% |
| YTD | +22.0% | -5.8% | +27.8% | +14.8% |
| 1Y | +25.7% | -10.0% | +35.7% | +19.2% |
| 3Y | +36.2% | +121.2% | -84.9% | -2.2% |
| 5Y | +66.1% | +110.6% | -44.6% | +17.4% |
| All | +417.5% | +320.4% | +97.1% | +187.8% |
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