+198.7%
PDD vs AEIS
+413.2%
-214.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -4.0% |
| 7D | -4.1% | +8.1% | -12.2% | -6.8% |
| 30D | -13.1% | -11.1% | -2.0% | -10.1% |
| 3M | -3.5% | -5.6% | +2.2% | -5.9% |
| 6M | -21.8% | -0.6% | -21.1% | -26.9% |
| YTD | -29.7% | +38.0% | -67.7% | -43.6% |
| 1Y | -36.2% | +87.2% | -123.4% | -55.8% |
| 3Y | -16.4% | +179.7% | -196.0% | -55.3% |
| 5Y | -23.8% | +241.7% | -265.6% | -63.3% |
| All | +198.7% | +413.2% | -214.5% | -8.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling