+812.6%
PH vs AEIS
+545.5%
+267.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | 0.0% | +6.5% | -6.5% | -2.4% |
| 30D | -10.3% | -9.2% | -1.1% | -7.5% |
| 3M | +5.1% | -8.3% | +13.4% | +4.8% |
| 6M | +2.3% | -6.3% | +8.6% | -0.8% |
| YTD | +8.7% | +36.5% | -27.8% | -11.2% |
| 1Y | +26.8% | +84.8% | -58.0% | -10.8% |
| 3Y | +139.2% | +176.6% | -37.4% | +35.6% |
| 5Y | +251.1% | +237.1% | +14.0% | +77.1% |
| 10Y | +812.6% | +554.7% | +257.9% | +198.3% |
| All | +812.6% | +545.5% | +267.0% | +198.3% |
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