+763.1%
PM vs AEIS
+2,075.1%
-1,312.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.3% |
| 7D | -4.9% | +3.0% | -7.8% | -5.3% |
| 30D | -3.4% | -14.6% | +11.3% | -1.7% |
| 3M | +5.2% | -12.4% | +17.6% | +5.3% |
| 6M | +3.7% | -15.0% | +18.7% | +3.4% |
| YTD | +15.8% | +34.3% | -18.5% | +7.5% |
| 1Y | +17.4% | +87.4% | -70.0% | +2.9% |
| 3Y | +116.9% | +139.8% | -22.8% | +77.3% |
| 5Y | +117.3% | +220.7% | -103.4% | +65.4% |
| 10Y | +193.8% | +531.6% | -337.8% | +84.5% |
| All | +763.1% | +2,075.1% | -1,312.0% | +282.1% |
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 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