+90.9%
LYV vs AEIS
+232.6%
-141.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -1.2% |
| 7D | -1.9% | +2.3% | -4.2% | -2.5% |
| 30D | -8.2% | -14.8% | +6.6% | -4.9% |
| 3M | -1.3% | -15.6% | +14.3% | +0.5% |
| 6M | +2.6% | -8.7% | +11.3% | +0.5% |
| YTD | +19.4% | +37.3% | -17.9% | +1.3% |
| 1Y | -2.2% | +80.3% | -82.6% | -26.9% |
| 3Y | +106.0% | +177.9% | -71.9% | +22.1% |
| All | +90.9% | +232.6% | -141.6% | -1.7% |
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