-70.4%
LYFT vs AEIS
+232.6%
-303.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.9% | -0.1% |
| 7D | -8.4% | +2.3% | -10.6% | -9.3% |
| 30D | -7.6% | -14.8% | +7.2% | -2.1% |
| 3M | +11.7% | -15.6% | +27.3% | +14.2% |
| 6M | +15.1% | -8.7% | +23.8% | +8.1% |
| YTD | -20.9% | +37.3% | -58.2% | -43.6% |
| 1Y | -16.4% | +80.3% | -96.7% | -51.2% |
| 3Y | +35.2% | +177.9% | -142.7% | -45.2% |
| All | -70.4% | +232.6% | -303.0% | -89.7% |
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 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