+79.3%
PR vs AEIS
+142.1%
-62.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | +18.0% | -14.6% | +32.7% | +20.9% |
| 3M | +16.9% | -12.4% | +29.3% | +17.3% |
| 6M | +28.2% | -15.0% | +43.2% | +27.0% |
| YTD | +69.3% | +34.3% | +35.0% | +44.6% |
| 1Y | +69.5% | +87.4% | -17.9% | +25.0% |
| All | +79.3% | +142.1% | -62.8% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling