+104.3%
PBR vs AEIS
+160.8%
-56.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.5% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | +22.7% | -16.4% | +39.1% | +24.6% |
| 3M | +21.5% | -11.1% | +32.7% | +21.6% |
| 6M | +24.0% | -12.0% | +36.0% | +23.1% |
| YTD | +88.2% | +30.9% | +57.4% | +75.0% |
| 1Y | +74.8% | +74.3% | +0.5% | +53.8% |
| All | +104.3% | +160.8% | -56.5% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling