-14.1%
PCOR vs AEIS
+98.4%
-112.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.2% | +12.2% | +3.6% |
| 7D | +23.7% | -22.6% | +46.3% | +31.6% |
| 30D | +39.0% | -38.7% | +77.7% | +58.6% |
| 3M | +35.8% | -43.6% | +79.3% | +56.7% |
| 6M | +38.2% | -46.2% | +84.5% | +53.7% |
| YTD | +3.9% | -11.2% | +15.2% | -16.2% |
| 1Y | +5.7% | -17.7% | +23.3% | -11.6% |
| 3Y | +44.8% | +104.1% | -59.3% | -35.6% |
| 5Y | -19.8% | +98.5% | -118.3% | -66.3% |
| All | -14.1% | +98.4% | -112.5% | -64.5% |
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