+703.5%
PH vs AEIS
+354.8%
+348.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | +2.1% | -6.9% | +9.0% | +4.3% |
| 30D | +0.3% | -23.2% | +23.5% | +9.5% |
| 3M | -8.8% | -29.5% | +20.7% | +1.8% |
| 6M | +10.0% | -37.9% | +47.9% | +24.8% |
| YTD | +10.5% | +6.0% | +4.5% | -2.4% |
| 1Y | +15.5% | +1.2% | +14.3% | +3.7% |
| 3Y | +136.4% | +150.0% | -13.6% | +36.0% |
| 5Y | +213.6% | +141.9% | +71.7% | +77.2% |
| All | +703.5% | +354.8% | +348.7% | +225.0% |
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