+826.4%
PM vs AEIS
+1,616.6%
-790.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -6.6% | -6.9% | +0.3% | -6.1% |
| 30D | -3.4% | -23.2% | +19.8% | -0.9% |
| 3M | +5.3% | -29.5% | +34.8% | +8.8% |
| 6M | +15.5% | -37.9% | +53.4% | +19.6% |
| YTD | +24.3% | +6.0% | +18.3% | +17.8% |
| 1Y | +29.7% | +1.2% | +28.5% | +23.5% |
| 3Y | +144.9% | +150.0% | -5.0% | +95.3% |
| 5Y | +159.0% | +141.9% | +17.2% | +103.0% |
| 10Y | +250.9% | +356.2% | -105.2% | +128.2% |
| All | +826.4% | +1,616.6% | -790.2% | +318.5% |
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 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