+3,961.3%
PHM vs AEIS
+1,985.6%
+1,975.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | -4.1% | +11.5% | -15.6% | -6.4% |
| 30D | +16.1% | -15.8% | +31.9% | +18.5% |
| 3M | -2.5% | -33.3% | +30.8% | +3.7% |
| 6M | +12.9% | -35.2% | +48.1% | +18.5% |
| YTD | +9.0% | +5.0% | +4.0% | +2.2% |
| 1Y | +8.2% | +8.5% | -0.3% | +0.6% |
| 3Y | +58.4% | +152.9% | -94.4% | +19.8% |
| 5Y | +159.2% | +144.6% | +14.6% | +96.1% |
| 10Y | +676.9% | +337.1% | +339.7% | +395.4% |
| All | +3,961.3% | +1,985.6% | +1,975.7% | +1,410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling