+273.3%
AEE vs PAYC
+1,158.0%
-884.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.8% |
| 7D | +0.6% | -7.9% | +8.5% | +1.4% |
| 30D | -1.9% | +2.1% | -4.1% | -2.2% |
| 3M | +0.3% | +61.8% | -61.5% | -4.7% |
| 6M | -3.0% | +59.9% | -62.9% | -8.0% |
| YTD | +8.4% | +38.5% | -30.1% | +4.0% |
| 1Y | +9.8% | -1.4% | +11.2% | +9.0% |
| 3Y | +47.4% | -21.0% | +68.5% | +46.7% |
| 5Y | +38.9% | -52.9% | +91.8% | +43.6% |
| 10Y | +183.7% | +332.8% | -149.1% | +141.4% |
| All | +273.3% | +1,158.0% | -884.7% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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