+141.9%
AEIS vs PFG
+102.7%
+39.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -6.9% | +3.0% | -9.8% | -8.6% |
| 30D | -23.2% | +8.2% | -31.4% | -27.0% |
| 3M | -29.5% | +2.7% | -32.2% | -31.1% |
| 6M | -37.9% | +17.2% | -55.1% | -45.3% |
| YTD | +6.0% | +34.8% | -28.8% | -15.8% |
| 1Y | +1.2% | +43.6% | -42.3% | -23.2% |
| 3Y | +150.0% | +85.4% | +64.5% | +58.3% |
| 5Y | +141.9% | +102.2% | +39.7% | +43.9% |
| All | +141.9% | +102.7% | +39.2% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling