+179.7%
AEIS vs PFGC
+63.1%
+116.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.6% | +3.6% |
| 7D | +8.1% | -2.4% | +10.6% | +9.3% |
| 30D | -11.1% | -15.8% | +4.6% | -4.2% |
| 3M | -5.6% | -0.6% | -5.1% | -8.0% |
| 6M | -0.6% | +10.7% | -11.3% | -9.6% |
| YTD | +38.0% | +7.6% | +30.4% | +26.8% |
| 1Y | +87.2% | -7.8% | +95.1% | +88.7% |
| 3Y | +179.7% | +63.7% | +116.0% | +97.0% |
| All | +179.7% | +63.1% | +116.6% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling