+70.3%
PR vs AEIS
+347.9%
-277.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -9.5% | -6.9% | -2.6% | -7.9% |
| 30D | -5.7% | -23.2% | +17.5% | +1.2% |
| 3M | +3.0% | -29.5% | +32.5% | +12.2% |
| 6M | +11.8% | -37.9% | +49.7% | +22.7% |
| YTD | +58.5% | +6.0% | +52.5% | +36.4% |
| 1Y | +69.9% | +1.2% | +68.6% | +48.1% |
| 3Y | +84.9% | +150.0% | -65.0% | +4.3% |
| 5Y | +246.4% | +141.9% | +104.6% | +92.2% |
| 10Y | +70.3% | +356.2% | -285.9% | -12.5% |
| All | +70.3% | +347.9% | -277.6% | -12.5% |
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