+1,499.9%
LITE vs AEIS
+354.8%
+1,145.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.5% |
| 7D | -13.9% | -6.9% | -7.0% | -9.0% |
| 30D | -46.9% | -23.2% | -23.7% | -35.9% |
| 3M | -28.0% | -29.5% | +1.5% | -7.4% |
| 6M | -35.2% | -37.9% | +2.7% | -9.7% |
| YTD | +58.9% | +6.0% | +52.9% | +58.3% |
| 1Y | +125.3% | +1.2% | +124.1% | +134.0% |
| 3Y | +1,344.4% | +150.0% | +1,194.5% | +811.5% |
| 5Y | +541.2% | +141.9% | +399.3% | +299.8% |
| All | +1,499.9% | +354.8% | +1,145.1% | +395.0% |
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 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