-5.8%
LQD vs AEIS
+219.6%
-225.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.7% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.1% | -16.4% | +15.3% | -0.4% |
| 3M | -2.3% | -11.1% | +8.8% | -2.3% |
| 6M | -2.9% | -12.0% | +9.1% | -3.0% |
| YTD | -2.3% | +30.9% | -33.2% | -4.7% |
| 1Y | -2.2% | +74.3% | -76.5% | -6.4% |
| 3Y | +14.0% | +165.2% | -151.2% | +4.9% |
| 5Y | -5.8% | +220.0% | -225.8% | -15.5% |
| All | -5.8% | +219.6% | -225.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling