+185.8%
LMT vs AEIS
+562.2%
-376.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -1.6% |
| 7D | -0.2% | +2.3% | -2.5% | -0.5% |
| 30D | -13.1% | -14.8% | +1.7% | -11.8% |
| 3M | -3.9% | -15.6% | +11.7% | -3.2% |
| 6M | -18.3% | -8.7% | -9.6% | -18.9% |
| YTD | +10.3% | +37.3% | -27.0% | +4.1% |
| 1Y | +14.2% | +80.3% | -66.1% | +3.8% |
| 3Y | +35.0% | +177.9% | -143.0% | +13.4% |
| 5Y | +73.2% | +235.8% | -162.6% | +37.7% |
| All | +185.8% | +562.2% | -376.4% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling