+65.2%
PR vs AEIS
+320.4%
-255.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | -0.1% |
| 7D | -16.4% | -11.3% | -5.1% | -13.5% |
| 30D | -1.9% | -32.6% | +30.7% | +10.1% |
| 3M | +8.0% | -39.2% | +47.1% | +23.7% |
| 6M | +4.1% | -45.4% | +49.5% | +19.4% |
| YTD | +58.7% | -5.8% | +64.5% | +42.2% |
| 1Y | +75.8% | -10.0% | +85.8% | +59.5% |
| 3Y | +73.2% | +121.2% | -48.0% | +2.0% |
| 5Y | +230.1% | +110.6% | +119.5% | +92.2% |
| All | +65.2% | +320.4% | -255.2% | -11.8% |
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