+521.0%
AEIS vs PFGC
+294.6%
+226.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -0.2% | -4.8% | +4.6% | +1.5% |
| 30D | -16.4% | -17.2% | +0.8% | -11.0% |
| 3M | -11.1% | -6.3% | -4.8% | -10.0% |
| 6M | -12.0% | +8.8% | -20.9% | -15.7% |
| YTD | +30.9% | +4.9% | +25.9% | +26.7% |
| 1Y | +74.3% | -9.5% | +83.8% | +77.0% |
| 3Y | +165.2% | +59.6% | +105.6% | +121.9% |
| 5Y | +220.0% | +113.5% | +106.5% | +140.3% |
| All | +521.0% | +294.6% | +226.4% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling