-27.7%
PDD vs AEIS
+148.8%
-176.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.8% | +2.2% |
| 7D | -4.9% | +11.5% | -16.4% | -6.0% |
| 30D | -3.0% | -15.8% | +12.7% | -1.7% |
| 3M | -6.2% | -33.3% | +27.1% | -2.4% |
| 6M | -20.7% | -35.2% | +14.5% | -18.3% |
| YTD | -30.4% | +5.0% | -35.4% | -35.5% |
| 1Y | -41.3% | +8.5% | -49.7% | -46.0% |
| 3Y | -27.7% | +152.9% | -180.6% | -44.8% |
| All | -27.7% | +148.8% | -176.5% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling