-3.3%
LVS vs AEIS
+562.2%
-565.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -1.1% |
| 7D | -3.5% | +2.3% | -5.7% | -4.2% |
| 30D | -6.2% | -14.8% | +8.6% | -2.0% |
| 3M | -14.8% | -15.6% | +0.8% | -13.3% |
| 6M | -20.9% | -8.7% | -12.2% | -23.5% |
| YTD | -33.0% | +37.3% | -70.4% | -45.3% |
| 1Y | -20.0% | +80.3% | -100.4% | -42.0% |
| 3Y | -6.9% | +177.9% | -184.9% | -46.2% |
| 5Y | +9.1% | +235.8% | -226.7% | -42.7% |
| All | -3.3% | +562.2% | -565.5% | -60.7% |
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