+443.8%
LLY vs AEIS
+109.5%
+334.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -6.9% | -1.0% |
| 7D | -4.5% | -11.3% | +6.8% | -4.2% |
| 30D | +13.9% | -32.6% | +46.5% | +15.2% |
| 3M | +13.8% | -39.2% | +52.9% | +15.3% |
| 6M | +37.6% | -45.4% | +83.0% | +39.7% |
| YTD | +26.6% | -5.8% | +32.4% | +21.9% |
| 1Y | +45.3% | -10.0% | +55.3% | +40.5% |
| 3Y | +132.2% | +121.2% | +11.1% | +100.6% |
| All | +443.8% | +109.5% | +334.3% | +343.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling