+12.8%
PH vs AEIS
+3.6%
+9.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +7.4% | +23.2% | -15.9% | +2.7% |
| 30D | +0.5% | -17.0% | +17.5% | +3.5% |
| 3M | -10.2% | -32.2% | +21.9% | -4.4% |
| 6M | +8.9% | -32.6% | +41.5% | +14.5% |
| YTD | +9.7% | +9.4% | +0.3% | +0.7% |
| 1Y | +12.8% | +7.7% | +5.2% | +4.0% |
| All | +12.8% | +3.6% | +9.2% | +4.0% |
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 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