+829.1%
PAAS vs AEIS
+2,566.8%
-1,737.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.6% |
| 7D | -2.9% | +3.0% | -5.9% | -3.2% |
| 30D | +6.8% | -14.6% | +21.4% | +8.4% |
| 3M | -2.9% | -12.4% | +9.6% | -2.1% |
| 6M | -16.4% | -15.0% | -1.5% | -15.7% |
| YTD | 0.0% | +34.3% | -34.3% | -3.7% |
| 1Y | +54.3% | +87.4% | -33.0% | +43.5% |
| 3Y | +230.7% | +139.8% | +90.9% | +197.2% |
| 5Y | +111.6% | +220.7% | -109.1% | +83.8% |
| 10Y | +211.7% | +531.6% | -319.9% | +149.6% |
| All | +829.1% | +2,566.8% | -1,737.7% | +490.1% |
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