+162.1%
LTH vs AEIS
+158.0%
+4.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +3.2% |
| 7D | -1.3% | +11.5% | -12.8% | -4.4% |
| 30D | +15.7% | -15.8% | +31.4% | +19.2% |
| 3M | +5.0% | -33.3% | +38.3% | +14.9% |
| 6M | +37.7% | -35.2% | +72.9% | +47.3% |
| YTD | +75.0% | +5.0% | +70.0% | +47.7% |
| 1Y | +82.6% | +8.5% | +74.2% | +51.4% |
| 3Y | +241.3% | +152.9% | +88.4% | +64.0% |
| 5Y | +135.4% | +144.6% | -9.2% | +7.6% |
| All | +162.1% | +158.0% | +4.0% | +20.8% |
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