+1,145.6%
AEIS vs PFG
+985.4%
+160.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +11.5% | +2.4% | +9.1% | +10.4% |
| 30D | -15.8% | +5.9% | -21.6% | -18.2% |
| 3M | -33.3% | -0.4% | -32.9% | -33.5% |
| 6M | -35.2% | +14.8% | -50.0% | -40.3% |
| YTD | +5.0% | +31.9% | -26.9% | -9.6% |
| 1Y | +8.5% | +38.8% | -30.3% | -8.9% |
| 3Y | +152.9% | +82.4% | +70.5% | +87.0% |
| 5Y | +144.6% | +94.7% | +49.9% | +74.2% |
| 10Y | +337.1% | +187.0% | +150.1% | +151.9% |
| All | +1,145.6% | +985.4% | +160.2% | +199.1% |
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