+107.3%
PR vs AEIS
+528.7%
-421.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.4% |
| 7D | +2.9% | +3.0% | -0.1% | +1.8% |
| 30D | +18.0% | -14.6% | +32.7% | +23.5% |
| 3M | +16.9% | -12.4% | +29.3% | +17.5% |
| 6M | +28.2% | -15.0% | +43.2% | +26.5% |
| YTD | +69.3% | +34.3% | +35.0% | +38.1% |
| 1Y | +69.5% | +87.4% | -17.9% | +17.9% |
| 3Y | +81.7% | +139.8% | -58.1% | +8.8% |
| 5Y | +422.2% | +220.7% | +201.5% | +170.2% |
| All | +107.3% | +528.7% | -421.4% | -3.1% |
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 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