+2,006.3%
LLY vs AEIS
+358.4%
+1,647.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.3% | -7.0% | +3.3% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +19.7% | -24.0% | +43.8% | +22.0% |
| 3M | +19.3% | -32.5% | +51.8% | +22.3% |
| 6M | +49.3% | -38.6% | +87.9% | +53.1% |
| YTD | +32.0% | +4.8% | +27.2% | +26.3% |
| 1Y | +53.7% | +1.3% | +52.4% | +47.5% |
| 3Y | +143.7% | +159.2% | -15.5% | +103.5% |
| 5Y | +463.9% | +140.8% | +323.1% | +364.7% |
| 10Y | +2,006.3% | +349.8% | +1,656.6% | +1,340.8% |
| All | +2,006.3% | +358.4% | +1,647.9% | +1,340.8% |
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