+159.0%
PHM vs AEIS
+145.4%
+13.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -6.1% | +23.2% | -29.3% | -10.9% |
| 30D | +13.7% | -17.0% | +30.7% | +17.4% |
| 3M | -1.5% | -32.2% | +30.6% | +6.6% |
| 6M | +11.3% | -32.6% | +43.8% | +17.3% |
| YTD | +8.9% | +9.4% | -0.5% | -5.8% |
| 1Y | +6.1% | +7.7% | -1.6% | -8.0% |
| 3Y | +57.7% | +157.9% | -100.3% | -13.1% |
| 5Y | +159.0% | +154.8% | +4.2% | +33.1% |
| All | +159.0% | +145.4% | +13.5% | +33.1% |
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