+124.7%
LITE vs AEIS
-12.7%
+137.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.1% | -0.4% | 0.0% |
| 7D | -35.9% | -11.3% | -24.7% | -28.3% |
| 30D | -51.5% | -32.6% | -18.9% | -29.6% |
| 3M | -35.7% | -39.2% | +3.4% | +2.8% |
| 6M | -43.0% | -45.4% | +2.4% | -1.4% |
| YTD | +46.1% | -5.8% | +51.9% | +29.6% |
| 1Y | +124.7% | -10.0% | +134.7% | +125.1% |
| All | +124.7% | -12.7% | +137.4% | +125.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling