+763.6%
PFE vs AEIS
+2,566.8%
-1,803.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.7% | -1.5% |
| 7D | +1.8% | +3.0% | -1.2% | +1.5% |
| 30D | +10.2% | -14.6% | +24.9% | +11.5% |
| 3M | +12.7% | -12.4% | +25.1% | +13.0% |
| 6M | +10.5% | -15.0% | +25.5% | +10.6% |
| YTD | +20.2% | +34.3% | -14.1% | +15.2% |
| 1Y | +24.1% | +87.4% | -63.3% | +15.2% |
| 3Y | -3.6% | +139.8% | -143.3% | -13.6% |
| 5Y | -20.9% | +220.7% | -241.6% | -31.7% |
| 10Y | +35.8% | +531.6% | -495.8% | +6.3% |
| All | +763.6% | +2,566.8% | -1,803.2% | +426.7% |
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