+662.0%
PBR vs AEIS
+562.2%
+99.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -2.2% |
| 7D | +5.4% | +2.3% | +3.1% | +4.6% |
| 30D | +22.9% | -14.8% | +37.7% | +27.8% |
| 3M | +19.6% | -15.6% | +35.2% | +22.0% |
| 6M | +16.5% | -8.7% | +25.2% | +13.5% |
| YTD | +86.7% | +37.3% | +49.3% | +57.6% |
| 1Y | +74.7% | +80.3% | -5.6% | +32.7% |
| 3Y | +102.6% | +177.9% | -75.4% | +24.8% |
| 5Y | +566.6% | +235.8% | +330.8% | +258.6% |
| All | +662.0% | +562.2% | +99.8% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 10y: compounded portfolio wealth divided by compounded AEIS 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…
10y analysis · Full analysis span regression · 6 months rolling