+97.3%
AEIS vs PLTU
+134.3%
-37.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +3.8% |
| 7D | +9.5% | -0.9% | +10.4% | +9.7% |
| 30D | -17.5% | -34.7% | +17.2% | -12.7% |
| 3M | -29.3% | -10.8% | -18.5% | -28.7% |
| 6M | -34.7% | +24.1% | -58.8% | -39.4% |
| YTD | +10.7% | -36.8% | +47.6% | +10.9% |
| 1Y | +7.4% | -47.0% | +54.4% | +10.2% |
| All | +97.3% | +134.3% | -37.0% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 10y: compounded portfolio wealth divided by compounded PLTU 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…
10y analysis · Full analysis span regression · 6 months rolling