+368.5%
PSX vs AEIS
+238.7%
+129.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +1.8% | +6.5% | -4.6% | +0.9% |
| 30D | +21.6% | -9.2% | +30.8% | +23.0% |
| 3M | +46.5% | -8.3% | +54.8% | +45.8% |
| 6M | +62.0% | -6.3% | +68.3% | +58.0% |
| YTD | +106.3% | +36.5% | +69.8% | +83.8% |
| 1Y | +103.0% | +84.8% | +18.2% | +66.7% |
| 3Y | +135.5% | +176.6% | -41.1% | +69.6% |
| 5Y | +368.5% | +237.1% | +131.4% | +211.5% |
| All | +368.5% | +238.7% | +129.8% | +211.5% |
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