+10,505.6%
PH vs AEIS
+2,566.8%
+7,938.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | -3.1% | +3.0% | -6.0% | -3.6% |
| 30D | -3.2% | -14.6% | +11.4% | -0.4% |
| 3M | +10.6% | -12.4% | +23.0% | +11.8% |
| 6M | -2.1% | -15.0% | +12.8% | -1.1% |
| YTD | +10.2% | +34.3% | -24.1% | +1.2% |
| 1Y | +28.2% | +87.4% | -59.1% | +9.4% |
| 3Y | +134.9% | +139.8% | -4.9% | +88.7% |
| 5Y | +253.6% | +220.7% | +32.9% | +166.8% |
| 10Y | +804.7% | +531.6% | +273.1% | +487.7% |
| All | +10,505.6% | +2,566.8% | +7,938.8% | +4,639.2% |
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