+358.8%
AEIS vs PFG
+186.8%
+172.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +5.2% |
| 7D | +9.5% | -2.2% | +11.7% | +11.4% |
| 30D | -17.5% | +6.4% | -23.9% | -20.9% |
| 3M | -29.3% | +2.2% | -31.5% | -30.8% |
| 6M | -34.7% | +16.3% | -51.0% | -42.1% |
| YTD | +10.7% | +33.2% | -22.5% | -10.6% |
| 1Y | +7.4% | +40.6% | -33.2% | -16.3% |
| 3Y | +161.1% | +83.3% | +77.8% | +70.5% |
| 5Y | +150.7% | +97.7% | +53.0% | +52.7% |
| All | +358.8% | +186.8% | +172.0% | +107.0% |
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