+546.9%
PHM vs AEIS
+531.1%
+15.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.8% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -12.1% | -16.4% | +4.3% | -7.7% |
| 3M | -1.5% | -11.1% | +9.6% | -1.3% |
| 6M | -6.0% | -12.0% | +6.0% | -7.0% |
| YTD | -0.3% | +30.9% | -31.2% | -14.9% |
| 1Y | -13.3% | +74.3% | -87.7% | -34.3% |
| 3Y | +47.6% | +165.2% | -117.6% | -8.5% |
| 5Y | +154.7% | +220.0% | -65.3% | +44.1% |
| All | +546.9% | +531.1% | +15.9% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling