+663.5%
PHM vs AEIS
+332.3%
+331.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.2% |
| 7D | -4.1% | +11.5% | -15.6% | -7.3% |
| 30D | +16.1% | -15.8% | +31.9% | +19.5% |
| 3M | -2.5% | -33.3% | +30.8% | +6.6% |
| 6M | +12.9% | -35.2% | +48.1% | +20.8% |
| YTD | +9.0% | +5.0% | +4.0% | -3.4% |
| 1Y | +8.2% | +8.5% | -0.3% | -5.5% |
| 3Y | +58.4% | +152.9% | -94.4% | -4.2% |
| 5Y | +159.2% | +144.6% | +14.6% | +54.9% |
| All | +663.5% | +332.3% | +331.2% | +208.7% |
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