-13.3%
PHM vs AEIS
+76.3%
-89.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.8% |
| 7D | -6.4% | -0.2% | -6.2% | -6.3% |
| 30D | -12.1% | -16.4% | +4.3% | -10.9% |
| 3M | -1.5% | -11.1% | +9.6% | -1.9% |
| 6M | -6.0% | -12.0% | +6.0% | -6.7% |
| YTD | -0.3% | +30.9% | -31.2% | -4.3% |
| 1Y | -13.3% | +74.3% | -87.7% | -18.4% |
| All | -13.3% | +76.3% | -89.6% | -18.4% |
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