+1,533.3%
LITE vs AEIS
+358.4%
+1,174.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +11.3% | -0.6% | +3.0% |
| 7D | -12.9% | +1.0% | -13.9% | -13.2% |
| 30D | -46.0% | -24.0% | -21.9% | -34.2% |
| 3M | -33.0% | -32.5% | -0.5% | -11.1% |
| 6M | -34.0% | -38.6% | +4.5% | -7.3% |
| YTD | +61.7% | +4.8% | +56.9% | +62.4% |
| 1Y | +148.3% | +1.3% | +147.0% | +158.0% |
| 3Y | +1,408.5% | +159.2% | +1,249.3% | +834.6% |
| 5Y | +546.2% | +140.8% | +405.4% | +304.2% |
| 10Y | +1,533.3% | +349.8% | +1,183.5% | +377.1% |
| All | +1,533.3% | +358.4% | +1,174.9% | +377.1% |
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