+35.2%
PFE vs AEIS
+545.5%
-510.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -4.3% | +6.5% | -10.7% | -4.9% |
| 30D | +2.7% | -9.2% | +11.9% | +3.5% |
| 3M | +10.0% | -8.3% | +18.3% | +9.7% |
| 6M | +7.2% | -6.3% | +13.5% | +6.0% |
| YTD | +17.3% | +36.5% | -19.2% | +10.3% |
| 1Y | +20.3% | +84.8% | -64.5% | +8.6% |
| 3Y | -1.6% | +176.6% | -178.2% | -17.2% |
| 5Y | -21.4% | +237.1% | -258.5% | -36.8% |
| 10Y | +35.2% | +554.7% | -519.4% | -9.6% |
| All | +35.2% | +545.5% | -510.3% | -9.6% |
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