+1,402.3%
LITE vs AEIS
+320.4%
+1,082.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | +1.5% |
| 7D | -35.9% | -11.3% | -24.7% | -30.2% |
| 30D | -51.5% | -32.6% | -18.9% | -36.0% |
| 3M | -35.7% | -39.2% | +3.4% | -8.6% |
| 6M | -43.0% | -45.4% | +2.4% | -13.3% |
| YTD | +46.1% | -5.8% | +51.9% | +57.6% |
| 1Y | +124.7% | -10.0% | +134.7% | +152.6% |
| 3Y | +1,172.1% | +121.2% | +1,050.9% | +770.3% |
| 5Y | +477.0% | +110.6% | +366.4% | +293.0% |
| All | +1,402.3% | +320.4% | +1,082.0% | +373.6% |
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