+104.7%
LLY vs AEIS
+157.5%
-52.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.1% | +3.0% | -5.1% | -2.2% |
| 30D | -1.6% | -14.6% | +13.0% | -1.3% |
| 3M | +2.3% | -12.4% | +14.7% | +1.9% |
| 6M | +14.9% | -15.0% | +29.9% | +14.3% |
| YTD | +7.5% | +34.3% | -26.8% | +2.7% |
| 1Y | +55.7% | +87.4% | -31.7% | +43.8% |
| All | +104.7% | +157.5% | -52.8% | +76.0% |
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 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