+144.2%
LNT vs AEIS
+562.2%
-418.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.4% |
| 7D | -1.0% | +2.3% | -3.3% | -1.2% |
| 30D | -4.2% | -14.8% | +10.6% | -3.1% |
| 3M | -6.7% | -15.6% | +8.9% | -6.0% |
| 6M | -3.6% | -8.7% | +5.1% | -4.1% |
| YTD | +5.9% | +37.3% | -31.4% | +1.0% |
| 1Y | +7.3% | +80.3% | -73.1% | -0.8% |
| 3Y | +46.5% | +177.9% | -131.5% | +26.9% |
| 5Y | +32.5% | +235.8% | -203.4% | +10.4% |
| All | +144.2% | +562.2% | -418.0% | +66.8% |
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 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