+8.2%
PHM vs AEIS
+4.7%
+3.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.2% |
| 7D | -4.1% | +11.5% | -15.6% | -4.4% |
| 30D | +16.1% | -15.8% | +31.9% | +17.0% |
| 3M | -2.5% | -33.3% | +30.8% | +0.2% |
| 6M | +12.9% | -35.2% | +48.1% | +15.2% |
| YTD | +9.0% | +5.0% | +4.0% | +0.5% |
| 1Y | +8.2% | +8.5% | -0.3% | -0.9% |
| All | +8.2% | +4.7% | +3.5% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling