-3.4%
PCOR vs AEIS
-2.1%
-1.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.3% | -9.8% | +3.5% |
| 7D | +22.2% | +1.0% | +21.2% | +22.6% |
| 30D | +36.0% | -24.0% | +60.1% | +31.1% |
| 3M | +34.0% | -32.5% | +66.5% | +27.5% |
| 6M | +43.5% | -38.6% | +82.1% | +36.9% |
| YTD | +5.1% | +4.8% | +0.3% | -1.9% |
| All | -3.4% | -2.1% | -1.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling