+14.1%
PH vs AEIS
+6.8%
+7.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.1% |
| 7D | +6.9% | +9.5% | -2.6% | +4.6% |
| 30D | +1.7% | -17.5% | +19.2% | +4.8% |
| 3M | -8.1% | -29.3% | +21.1% | -3.0% |
| 6M | +11.5% | -34.7% | +46.2% | +18.2% |
| YTD | +11.4% | +10.7% | +0.6% | +1.9% |
| 1Y | +14.1% | +7.4% | +6.7% | +5.3% |
| All | +14.1% | +6.8% | +7.3% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling