+1,670.7%
LITE vs AEIS
+375.1%
+1,295.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.5% | +6.2% | +7.6% |
| 7D | +3.4% | +9.5% | -6.1% | -1.7% |
| 30D | -34.9% | -17.5% | -17.4% | -25.0% |
| 3M | -21.0% | -29.3% | +8.3% | +1.6% |
| 6M | -38.5% | -34.7% | -3.7% | -16.8% |
| YTD | +75.8% | +10.7% | +65.1% | +70.4% |
| 1Y | +156.7% | +7.4% | +149.3% | +156.8% |
| 3Y | +1,498.6% | +161.1% | +1,337.4% | +881.2% |
| 5Y | +610.9% | +150.7% | +460.2% | +332.8% |
| 10Y | +1,670.7% | +360.8% | +1,309.8% | +432.8% |
| All | +1,670.7% | +375.1% | +1,295.5% | +432.8% |
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