+189.9%
LQD vs AEIS
+1,911.3%
-1,721.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | +0.2% | +8.1% | -7.9% | +0.1% |
| 30D | -0.6% | -11.1% | +10.5% | -0.5% |
| 3M | -1.2% | -5.6% | +4.4% | -1.2% |
| 6M | -1.9% | -0.6% | -1.3% | -2.1% |
| YTD | -1.3% | +38.0% | -39.3% | -1.8% |
| 1Y | -1.0% | +87.2% | -88.2% | -2.0% |
| 3Y | +15.2% | +179.7% | -164.4% | +13.4% |
| 5Y | -4.4% | +241.7% | -246.2% | -6.2% |
| 10Y | +22.6% | +547.2% | -524.6% | +19.9% |
| All | +189.9% | +1,911.3% | -1,721.4% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling