-14.4%
PCOR vs AEIS
+110.6%
-125.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -2.1% |
| 7D | +22.7% | -11.3% | +34.0% | +25.3% |
| 30D | +37.5% | -32.6% | +70.1% | +52.3% |
| 3M | +35.2% | -39.2% | +74.4% | +52.4% |
| 6M | +42.2% | -45.4% | +87.6% | +58.7% |
| YTD | +3.6% | -5.8% | +9.4% | -18.0% |
| 1Y | -4.8% | -10.0% | +5.2% | -22.9% |
| 3Y | +48.3% | +121.2% | -72.8% | -36.1% |
| 5Y | -20.1% | +110.6% | -130.7% | -67.0% |
| All | -14.4% | +110.6% | -125.0% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling