+249.6%
PH vs AEIS
+232.6%
+17.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | -0.1% |
| 7D | -1.3% | +2.3% | -3.5% | -2.1% |
| 30D | -11.0% | -14.8% | +3.8% | -6.3% |
| 3M | +5.5% | -15.6% | +21.1% | +8.8% |
| 6M | +1.5% | -8.7% | +10.2% | -0.7% |
| YTD | +8.8% | +37.3% | -28.6% | -11.6% |
| 1Y | +24.5% | +80.3% | -55.8% | -12.3% |
| 3Y | +141.2% | +177.9% | -36.8% | +32.4% |
| All | +249.6% | +232.6% | +17.0% | +69.5% |
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