+411.1%
PWR vs AEIS
+142.3%
+268.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +1.3% |
| 7D | +11.3% | +11.5% | -0.2% | +5.6% |
| 30D | -8.9% | -15.8% | +6.9% | -1.2% |
| 3M | -10.5% | -33.3% | +22.8% | +7.4% |
| 6M | -22.2% | -35.2% | +13.0% | -7.4% |
| YTD | +42.7% | +5.0% | +37.7% | +33.0% |
| 1Y | +41.1% | +8.5% | +32.6% | +29.6% |
| 3Y | +242.7% | +152.9% | +89.9% | +102.4% |
| All | +411.1% | +142.3% | +268.8% | +188.7% |
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