+147.8%
PR vs AEIS
+440.6%
-292.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.2% | +7.4% | -1.0% |
| 7D | -16.5% | -22.6% | +6.0% | -10.0% |
| 30D | -4.5% | -38.7% | +34.2% | +10.2% |
| 3M | +8.5% | -43.6% | +52.1% | +27.1% |
| 6M | -3.3% | -46.2% | +42.9% | +10.9% |
| YTD | +55.7% | -11.2% | +66.9% | +42.7% |
| 1Y | +82.0% | -17.7% | +99.7% | +70.8% |
| 3Y | +62.5% | +104.1% | -41.6% | -0.2% |
| 5Y | +223.9% | +98.5% | +125.4% | +95.3% |
| 10Y | +64.2% | +302.0% | -237.8% | -13.9% |
| All | +147.8% | +440.6% | -292.8% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling