+843.8%
PM vs AEIS
+1,425.5%
-581.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -7.9% | -2.6% |
| 7D | -5.2% | -11.3% | +6.1% | -4.0% |
| 30D | +2.7% | -32.6% | +35.3% | +7.3% |
| 3M | +6.1% | -39.2% | +45.3% | +11.8% |
| 6M | +18.0% | -45.4% | +63.4% | +24.3% |
| YTD | +26.6% | -5.8% | +32.4% | +21.9% |
| 1Y | +36.7% | -10.0% | +46.7% | +32.3% |
| 3Y | +146.0% | +121.2% | +24.8% | +99.4% |
| 5Y | +164.1% | +110.6% | +53.4% | +111.0% |
| 10Y | +238.8% | +326.6% | -87.8% | +122.1% |
| All | +843.8% | +1,425.5% | -581.8% | +333.2% |
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