+246.4%
PR vs AEIS
+145.7%
+100.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -9.5% | -6.9% | -2.6% | -8.2% |
| 30D | -5.7% | -23.2% | +17.5% | -0.3% |
| 3M | +3.0% | -29.5% | +32.5% | +10.3% |
| 6M | +11.8% | -37.9% | +49.7% | +20.9% |
| YTD | +58.5% | +6.0% | +52.5% | +35.5% |
| 1Y | +69.9% | +1.2% | +68.6% | +47.2% |
| 3Y | +84.9% | +150.0% | -65.0% | -1.1% |
| 5Y | +246.4% | +141.9% | +104.6% | +89.0% |
| All | +246.4% | +145.7% | +100.7% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling