-2.7%
LQD vs AEIS
+81.9%
-84.6%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | -0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | -1.3% | -14.8% | +13.5% | -1.0% |
| 3M | -3.2% | -15.6% | +12.4% | -3.1% |
| 6M | -2.1% | -8.7% | +6.6% | -2.4% |
| YTD | -2.4% | +37.3% | -39.7% | -3.1% |
| 1Y | -2.7% | +80.3% | -83.0% | -3.6% |
| All | -2.7% | +81.9% | -84.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling