+209.1%
PH vs AEIS
+144.8%
+64.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.3% | -7.1% | +0.3% |
| 7D | +3.0% | +1.0% | +2.1% | +1.9% |
| 30D | -0.6% | -24.0% | +23.4% | +8.2% |
| 3M | -10.7% | -32.5% | +21.8% | +0.3% |
| 6M | +9.1% | -38.6% | +47.6% | +23.2% |
| YTD | +9.5% | +4.8% | +4.7% | -3.8% |
| 1Y | +14.0% | +1.3% | +12.7% | +1.4% |
| 3Y | +138.9% | +159.2% | -20.4% | +29.0% |
| 5Y | +209.1% | +140.8% | +68.3% | +62.2% |
| All | +209.1% | +144.8% | +64.3% | +62.2% |
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