+157.3%
PHM vs AEIS
+238.7%
-81.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -3.9% | +6.5% | -10.3% | -5.6% |
| 30D | -8.6% | -9.2% | +0.6% | -6.6% |
| 3M | -2.9% | -8.3% | +5.4% | -3.7% |
| 6M | -5.7% | -6.3% | +0.6% | -8.7% |
| YTD | +1.9% | +36.5% | -34.6% | -14.9% |
| 1Y | -12.3% | +84.8% | -97.1% | -36.0% |
| 3Y | +50.8% | +176.6% | -125.8% | -12.8% |
| 5Y | +157.3% | +237.1% | -79.8% | +26.7% |
| All | +157.3% | +238.7% | -81.5% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling