+122.5%
PM vs AEIS
+157.5%
-35.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -1.8% |
| 7D | -4.9% | +3.0% | -7.8% | -4.7% |
| 30D | -3.4% | -14.6% | +11.3% | -4.0% |
| 3M | +5.2% | -12.4% | +17.6% | +4.9% |
| 6M | +3.7% | -15.0% | +18.7% | +3.4% |
| YTD | +15.8% | +34.3% | -18.5% | +16.7% |
| 1Y | +17.4% | +87.4% | -70.0% | +19.0% |
| All | +122.5% | +157.5% | -35.0% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling