+8.6%
AEIS vs PFG
+46.8%
-38.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.1% | -15.3% | -11.0% |
| 7D | -12.7% | +4.9% | -17.6% | -12.6% |
| 30D | -28.8% | +5.7% | -34.5% | -28.7% |
| 3M | -38.0% | +2.6% | -40.6% | -37.9% |
| 6M | -45.3% | +19.8% | -65.1% | -48.2% |
| YTD | +1.1% | +36.3% | -35.1% | -11.1% |
| 1Y | +8.6% | +47.9% | -39.3% | -4.5% |
| All | +8.6% | +46.8% | -38.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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