+84.8%
AEIS vs PFG
+47.8%
+37.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +6.5% | +3.2% | +3.2% | +5.8% |
| 30D | -9.2% | +0.9% | -10.1% | -9.5% |
| 3M | -8.3% | +7.7% | -16.1% | -10.5% |
| 6M | -6.3% | +29.0% | -35.3% | -16.8% |
| YTD | +36.5% | +32.5% | +4.0% | +19.5% |
| 1Y | +84.8% | +47.3% | +37.5% | +57.3% |
| All | +84.8% | +47.8% | +37.0% | +57.3% |
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