+1,632.9%
PBR vs AEIS
+655.5%
+977.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.8% |
| 7D | +2.5% | +8.1% | -5.7% | +0.4% |
| 30D | +19.4% | -11.1% | +30.5% | +22.3% |
| 3M | +20.8% | -5.6% | +26.4% | +19.5% |
| 6M | +23.5% | -0.6% | +24.1% | +18.6% |
| YTD | +83.4% | +38.0% | +45.4% | +60.1% |
| 1Y | +77.6% | +87.2% | -9.7% | +41.5% |
| 3Y | +99.9% | +179.7% | -79.8% | +37.3% |
| 5Y | +567.7% | +241.7% | +326.0% | +318.7% |
| 10Y | +621.5% | +547.2% | +74.3% | +263.5% |
| All | +1,632.9% | +655.5% | +977.3% | +429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling