+9,523.4%
LLY vs AEIS
+2,566.8%
+6,956.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.1% |
| 7D | -2.1% | +3.0% | -5.1% | -2.4% |
| 30D | -1.6% | -14.6% | +13.0% | -0.5% |
| 3M | +2.3% | -12.4% | +14.7% | +2.4% |
| 6M | +14.9% | -15.0% | +29.9% | +14.9% |
| YTD | +7.5% | +34.3% | -26.8% | +3.1% |
| 1Y | +55.7% | +87.4% | -31.7% | +44.7% |
| 3Y | +110.6% | +139.8% | -29.2% | +88.9% |
| 5Y | +363.4% | +220.7% | +142.7% | +300.9% |
| 10Y | +1,649.0% | +531.6% | +1,117.4% | +1,276.1% |
| All | +9,523.4% | +2,566.8% | +6,956.6% | +5,665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling