+5,083.9%
LITE vs AEIS
+974.5%
+4,109.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +2.5% |
| 7D | -1.5% | +3.0% | -4.5% | -3.3% |
| 30D | +6.7% | -14.6% | +21.3% | +18.7% |
| 3M | -6.8% | -12.4% | +5.7% | +2.3% |
| 6M | +29.4% | -15.0% | +44.4% | +45.2% |
| YTD | +139.1% | +34.3% | +104.8% | +102.1% |
| 1Y | +521.0% | +87.4% | +433.6% | +342.9% |
| 3Y | +1,535.3% | +139.8% | +1,395.5% | +923.6% |
| 5Y | +889.8% | +220.7% | +669.1% | +420.3% |
| 10Y | +2,400.7% | +531.6% | +1,869.1% | +741.6% |
| All | +5,083.9% | +974.5% | +4,109.3% | +1,532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling