+1,492.7%
AEIS vs PFG
+1,015.3%
+477.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +3.1% |
| 7D | +3.0% | +5.5% | -2.6% | +0.2% |
| 30D | -14.6% | +2.4% | -17.0% | -15.8% |
| 3M | -12.4% | +13.6% | -26.0% | -18.5% |
| 6M | -15.0% | +27.9% | -42.8% | -25.3% |
| YTD | +34.3% | +35.6% | -1.3% | +14.5% |
| 1Y | +87.4% | +48.5% | +38.9% | +52.6% |
| 3Y | +139.8% | +66.9% | +72.9% | +85.9% |
| 5Y | +220.7% | +111.0% | +109.8% | +120.8% |
| 10Y | +531.6% | +244.5% | +287.1% | +236.9% |
| All | +1,492.7% | +1,015.3% | +477.4% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling