+140.8%
LLY vs AEIS
+148.8%
-8.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.2% | +1.3% |
| 7D | +6.7% | +11.5% | -4.8% | +6.6% |
| 30D | +19.6% | -15.8% | +35.3% | +19.5% |
| 3M | +19.7% | -33.3% | +53.0% | +20.0% |
| 6M | +42.7% | -35.2% | +77.9% | +42.6% |
| YTD | +35.1% | +5.0% | +30.1% | +29.4% |
| 1Y | +42.2% | +8.5% | +33.7% | +35.6% |
| 3Y | +140.8% | +152.9% | -12.1% | +112.4% |
| All | +140.8% | +148.8% | -8.0% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling