-77.0%
PLTD vs AEIS
+147.0%
-224.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +3.2% |
| 7D | +4.5% | +8.1% | -3.6% | +7.3% |
| 30D | -0.7% | -11.1% | +10.4% | -4.2% |
| 3M | -31.0% | -5.6% | -25.4% | -29.3% |
| 6M | -24.8% | -0.6% | -24.2% | -19.2% |
| YTD | -18.6% | +38.0% | -56.6% | +6.4% |
| 1Y | -31.8% | +87.2% | -119.0% | +10.7% |
| All | -77.0% | +147.0% | -224.0% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling