+2,080.1%
LLY vs AEIS
+332.3%
+1,747.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.2% | +1.6% |
| 7D | +6.7% | +11.5% | -4.8% | +5.7% |
| 30D | +19.6% | -15.8% | +35.3% | +20.8% |
| 3M | +19.7% | -33.3% | +53.0% | +23.0% |
| 6M | +42.7% | -35.2% | +77.9% | +45.5% |
| YTD | +35.1% | +5.0% | +30.1% | +29.2% |
| 1Y | +42.2% | +8.5% | +33.7% | +35.4% |
| 3Y | +140.8% | +152.9% | -12.1% | +101.6% |
| 5Y | +480.6% | +144.6% | +335.9% | +377.1% |
| All | +2,080.1% | +332.3% | +1,747.8% | +1,399.0% |
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