+37.0%
PRU vs AEIS
+109.5%
-72.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -3.7% |
| 7D | +2.4% | -11.3% | +13.7% | +3.9% |
| 30D | +6.1% | -32.6% | +38.7% | +12.8% |
| 3M | -0.7% | -39.2% | +38.4% | +7.0% |
| 6M | +22.1% | -45.4% | +67.4% | +32.1% |
| YTD | +9.8% | -5.8% | +15.6% | +0.8% |
| 1Y | +19.4% | -10.0% | +29.3% | +10.7% |
| 3Y | +50.4% | +121.2% | -70.8% | 0.0% |
| All | +37.0% | +109.5% | -72.6% | -11.6% |
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