+1,149.3%
PSX vs AEIS
+1,802.9%
-653.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.9% |
| 7D | +6.4% | +23.2% | -16.8% | +1.3% |
| 30D | -10.2% | -17.0% | +6.8% | -7.2% |
| 3M | +17.2% | -32.2% | +49.3% | +25.9% |
| 6M | +51.8% | -32.6% | +84.3% | +59.0% |
| YTD | +108.0% | +9.4% | +98.6% | +87.0% |
| 1Y | +96.1% | +7.7% | +88.5% | +76.6% |
| 3Y | +155.9% | +157.9% | -2.1% | +72.9% |
| 5Y | +306.9% | +154.8% | +152.2% | +165.7% |
| 10Y | +364.5% | +355.2% | +9.3% | +137.4% |
| All | +1,149.3% | +1,802.9% | -653.7% | +374.5% |
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 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