+75.8%
PR vs AEIS
-12.7%
+88.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.1% | -4.2% | +2.0% |
| 7D | -16.4% | -11.3% | -5.1% | -16.4% |
| 30D | -1.9% | -32.6% | +30.7% | -2.9% |
| 3M | +8.0% | -39.2% | +47.1% | +6.6% |
| 6M | +4.1% | -45.4% | +49.5% | +2.8% |
| YTD | +58.7% | -5.8% | +64.5% | +63.3% |
| 1Y | +75.8% | -10.0% | +85.8% | +81.2% |
| All | +75.8% | -12.7% | +88.5% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling