+645.1%
PAAS vs AEIS
+1,770.4%
-1,125.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.7% | +0.8% |
| 7D | +8.4% | -11.3% | +19.7% | +9.4% |
| 30D | -7.2% | -32.6% | +25.4% | -3.6% |
| 3M | -14.0% | -39.2% | +25.1% | -10.0% |
| 6M | -26.8% | -45.4% | +18.6% | -22.9% |
| YTD | -19.8% | -5.8% | -14.0% | -20.2% |
| 1Y | +22.8% | -10.0% | +32.8% | +22.7% |
| 3Y | +183.6% | +121.2% | +62.5% | +157.1% |
| 5Y | +73.8% | +110.6% | -36.8% | +57.0% |
| 10Y | +185.6% | +326.6% | -141.1% | +137.0% |
| All | +645.1% | +1,770.4% | -1,125.3% | +389.0% |
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