+10,534.0%
PH vs AEIS
+2,004.7%
+8,529.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +2.1% | -6.9% | +9.0% | +3.3% |
| 30D | +0.3% | -23.2% | +23.5% | +5.1% |
| 3M | -8.8% | -29.5% | +20.7% | -3.2% |
| 6M | +10.0% | -37.9% | +47.9% | +18.0% |
| YTD | +10.5% | +6.0% | +4.5% | +5.5% |
| 1Y | +15.5% | +1.2% | +14.3% | +11.2% |
| 3Y | +136.4% | +150.0% | -13.6% | +87.5% |
| 5Y | +213.6% | +141.9% | +71.7% | +148.4% |
| 10Y | +713.9% | +356.2% | +357.8% | +458.0% |
| All | +10,534.0% | +2,004.7% | +8,529.3% | +4,844.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling