+376.3%
PSX vs AEIS
+531.1%
-154.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | +0.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +15.8% | -16.4% | +32.2% | +20.5% |
| 3M | +43.0% | -11.1% | +54.2% | +43.1% |
| 6M | +61.1% | -12.0% | +73.1% | +58.2% |
| YTD | +104.5% | +30.9% | +73.7% | +76.9% |
| 1Y | +102.5% | +74.3% | +28.2% | +58.5% |
| 3Y | +133.5% | +165.2% | -31.7% | +54.0% |
| 5Y | +367.0% | +220.0% | +146.9% | +177.1% |
| All | +376.3% | +531.1% | -154.7% | +112.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling