-12.3%
LUV vs AEIS
+232.6%
-244.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | -0.2% |
| 7D | -1.0% | +2.3% | -3.2% | -1.8% |
| 30D | -12.4% | -14.8% | +2.5% | -8.1% |
| 3M | -11.0% | -15.6% | +4.6% | -8.4% |
| 6M | -5.0% | -8.7% | +3.7% | -6.5% |
| YTD | -3.8% | +37.3% | -41.1% | -19.7% |
| 1Y | +25.9% | +80.3% | -54.4% | -6.4% |
| 3Y | +42.2% | +177.9% | -135.7% | -15.8% |
| All | -12.3% | +232.6% | -244.9% | -54.2% |
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 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