+135.2%
LTH vs AEIS
+235.4%
-100.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -4.0% | +6.5% | -10.5% | -5.9% |
| 30D | -1.7% | -9.2% | +7.5% | +0.7% |
| 3M | +28.0% | -8.3% | +36.3% | +26.8% |
| 6M | +54.1% | -6.3% | +60.4% | +46.8% |
| YTD | +57.1% | +36.5% | +20.6% | +25.9% |
| 1Y | +45.8% | +84.8% | -39.0% | -1.2% |
| 3Y | +157.6% | +176.6% | -19.0% | +31.0% |
| All | +135.2% | +235.4% | -100.2% | +2.9% |
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