+554.7%
AEIS vs PFG
+239.8%
+314.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | +6.5% | +3.2% | +3.2% | +4.1% |
| 30D | -9.2% | +0.9% | -10.1% | -10.0% |
| 3M | -8.3% | +7.7% | -16.1% | -13.9% |
| 6M | -6.3% | +29.0% | -35.3% | -22.1% |
| YTD | +36.5% | +32.5% | +4.0% | +11.3% |
| 1Y | +84.8% | +47.3% | +37.5% | +39.9% |
| 3Y | +176.6% | +68.2% | +108.4% | +92.1% |
| 5Y | +237.1% | +108.5% | +128.6% | +99.9% |
| 10Y | +554.7% | +241.4% | +313.3% | +172.8% |
| All | +554.7% | +239.8% | +314.9% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling