+15.3%
LQD vs AEIS
+172.0%
-156.8%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | 0.0% | +6.5% | -6.5% | -0.3% |
| 30D | -0.2% | -9.2% | +9.0% | +0.1% |
| 3M | -1.7% | -8.3% | +6.7% | -1.7% |
| 6M | -2.7% | -6.3% | +3.6% | -3.0% |
| YTD | -1.4% | +36.5% | -37.9% | -3.4% |
| 1Y | -1.0% | +84.8% | -85.8% | -4.5% |
| All | +15.3% | +172.0% | -156.8% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling