+13.4%
PG vs AEIS
+232.6%
-219.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | +1.6% |
| 7D | -0.8% | +2.3% | -3.1% | -0.8% |
| 30D | +0.8% | -14.8% | +15.6% | +0.9% |
| 3M | -1.3% | -15.6% | +14.2% | -1.4% |
| 6M | -3.8% | -8.7% | +4.9% | -4.1% |
| YTD | +3.6% | +37.3% | -33.7% | +2.6% |
| 1Y | -5.7% | +80.3% | -86.1% | -7.6% |
| 3Y | +1.6% | +177.9% | -176.4% | -3.7% |
| All | +13.4% | +232.6% | -219.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling