+106.1%
PRU vs AEIS
+358.4%
-252.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.3% | -9.0% | -0.8% |
| 7D | +3.2% | +1.0% | +2.2% | +1.8% |
| 30D | +7.9% | -24.0% | +32.0% | +14.7% |
| 3M | +1.8% | -32.5% | +34.3% | +10.8% |
| 6M | +24.1% | -38.6% | +62.7% | +34.9% |
| YTD | +12.4% | +4.8% | +7.5% | -0.8% |
| 1Y | +20.9% | +1.3% | +19.6% | +7.6% |
| 3Y | +55.5% | +159.2% | -103.8% | -7.8% |
| 5Y | +42.7% | +140.8% | -98.1% | -16.6% |
| 10Y | +106.1% | +349.8% | -243.6% | -13.9% |
| All | +106.1% | +358.4% | -252.3% | -13.9% |
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