+50.9%
LVS vs AEIS
+3,412.1%
-3,361.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.9% |
| 7D | +0.3% | +8.1% | -7.8% | -2.7% |
| 30D | -3.9% | -11.1% | +7.2% | -0.5% |
| 3M | -12.9% | -5.6% | -7.2% | -15.2% |
| 6M | -16.9% | -0.6% | -16.3% | -22.7% |
| YTD | -31.2% | +38.0% | -69.3% | -44.7% |
| 1Y | -16.4% | +87.2% | -103.6% | -41.5% |
| 3Y | -4.4% | +179.7% | -184.1% | -46.3% |
| 5Y | +6.7% | +241.7% | -235.1% | -45.9% |
| 10Y | +1.4% | +547.2% | -545.7% | -66.1% |
| All | +50.9% | +3,412.1% | -3,361.1% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling