+50.7%
LLY vs AEIS
+85.4%
-34.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -3.1% | +6.5% | -9.6% | -2.9% |
| 30D | -8.6% | -9.2% | +0.6% | -8.9% |
| 3M | -1.6% | -8.3% | +6.7% | -2.6% |
| 6M | +11.8% | -6.3% | +18.2% | +10.5% |
| YTD | +5.1% | +36.5% | -31.4% | +1.3% |
| 1Y | +50.7% | +84.8% | -34.0% | +34.0% |
| All | +50.7% | +85.4% | -34.7% | +34.0% |
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 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