-17.7%
LVS vs AEIS
+93.3%
-111.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -1.5% | +3.0% | -4.4% | -1.6% |
| 30D | -3.2% | -14.6% | +11.4% | -2.6% |
| 3M | -12.0% | -12.4% | +0.5% | -12.4% |
| 6M | -19.9% | -15.0% | -4.9% | -20.9% |
| YTD | -30.6% | +34.3% | -64.9% | -36.5% |
| 1Y | -17.7% | +87.4% | -105.1% | -27.3% |
| All | -17.7% | +93.3% | -111.1% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling