+208.8%
PM vs AEIS
+531.1%
-322.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +2.6% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +1.9% | -16.4% | +18.3% | +3.6% |
| 3M | +4.6% | -11.1% | +15.7% | +4.4% |
| 6M | +11.7% | -12.0% | +23.7% | +10.7% |
| YTD | +20.4% | +30.9% | -10.5% | +12.7% |
| 1Y | +19.0% | +74.3% | -55.4% | +6.1% |
| 3Y | +130.4% | +165.2% | -34.8% | +86.3% |
| 5Y | +131.5% | +220.0% | -88.6% | +75.9% |
| All | +208.8% | +531.1% | -322.2% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling