+49.6%
PFE vs AEIS
+358.4%
-308.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.3% | -11.9% | -1.6% |
| 7D | -4.7% | +1.0% | -5.7% | -5.1% |
| 30D | +3.4% | -24.0% | +27.4% | +5.5% |
| 3M | +9.2% | -32.5% | +41.7% | +12.4% |
| 6M | +15.8% | -38.6% | +54.4% | +19.3% |
| YTD | +23.4% | +4.8% | +18.6% | +18.3% |
| 1Y | +25.8% | +1.3% | +24.5% | +20.9% |
| 3Y | +17.8% | +159.2% | -141.4% | -1.4% |
| 5Y | -20.2% | +140.8% | -161.0% | -33.8% |
| 10Y | +49.6% | +349.8% | -300.2% | +10.5% |
| All | +49.6% | +358.4% | -308.9% | +10.5% |
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