+84.5%
PR vs AEIS
+332.3%
-247.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +2.5% |
| 7D | +6.0% | +11.5% | -5.5% | +2.0% |
| 30D | -4.2% | -15.8% | +11.6% | -0.2% |
| 3M | +10.0% | -33.3% | +43.3% | +22.1% |
| 6M | +15.6% | -35.2% | +50.8% | +24.8% |
| YTD | +68.2% | +5.0% | +63.2% | +45.0% |
| 1Y | +79.2% | +8.5% | +70.7% | +51.8% |
| 3Y | +94.9% | +152.9% | -58.0% | +9.2% |
| 5Y | +272.8% | +144.6% | +128.1% | +105.3% |
| All | +84.5% | +332.3% | -247.9% | -8.5% |
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 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