+1,210.9%
LPLA vs AEIS
+562.2%
+648.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.1% | +0.3% |
| 7D | -1.5% | +2.3% | -3.8% | -2.3% |
| 30D | -6.0% | -14.8% | +8.8% | -1.8% |
| 3M | +24.0% | -15.6% | +39.6% | +26.9% |
| 6M | +17.0% | -8.7% | +25.7% | +13.7% |
| YTD | -0.7% | +37.3% | -38.0% | -17.9% |
| 1Y | +2.1% | +80.3% | -78.2% | -24.7% |
| 3Y | +48.7% | +177.9% | -129.3% | -11.7% |
| 5Y | +151.2% | +235.8% | -84.6% | +32.8% |
| All | +1,210.9% | +562.2% | +648.7% | +389.4% |
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 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