-13.1%
PCOR vs AEIS
+134.4%
-147.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.3% | -9.8% | -1.8% |
| 7D | +22.2% | +1.0% | +21.2% | +19.8% |
| 30D | +36.0% | -24.0% | +60.1% | +45.2% |
| 3M | +34.0% | -32.5% | +66.5% | +46.3% |
| 6M | +43.5% | -38.6% | +82.1% | +54.3% |
| YTD | +5.1% | +4.8% | +0.3% | -19.5% |
| 1Y | -3.9% | +1.3% | -5.3% | -25.3% |
| 3Y | +52.9% | +159.2% | -106.3% | -38.4% |
| 5Y | -18.7% | +140.8% | -159.5% | -67.7% |
| All | -13.1% | +134.4% | -147.5% | -65.9% |
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