-23.7%
PDD vs AEIS
+219.5%
-243.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | -4.1% | +3.0% | -7.0% | -5.0% |
| 30D | -9.6% | -14.6% | +5.1% | -5.6% |
| 3M | -4.3% | -12.4% | +8.2% | -4.2% |
| 6M | -18.8% | -15.0% | -3.8% | -19.4% |
| YTD | -27.5% | +34.3% | -61.8% | -41.5% |
| 1Y | -33.6% | +87.4% | -121.0% | -54.7% |
| 3Y | -20.4% | +139.8% | -160.2% | -55.3% |
| All | -23.7% | +219.5% | -243.2% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling