+293.0%
PCAR vs AEIS
+358.4%
-65.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.6% | +0.9% |
| 7D | +2.9% | +1.0% | +1.9% | +1.8% |
| 30D | -2.1% | -24.0% | +21.9% | +3.5% |
| 3M | -20.4% | -32.5% | +12.1% | -13.9% |
| 6M | -7.0% | -38.6% | +31.6% | +1.2% |
| YTD | -2.6% | +4.8% | -7.5% | -9.9% |
| 1Y | +9.8% | +1.3% | +8.4% | +2.4% |
| 3Y | +37.3% | +159.2% | -122.0% | -5.2% |
| 5Y | +116.4% | +140.8% | -24.4% | +48.4% |
| 10Y | +293.0% | +349.8% | -56.8% | +106.0% |
| All | +293.0% | +358.4% | -65.5% | +106.0% |
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 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