-23.1%
PPG vs AEIS
+232.6%
-255.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.9% |
| 7D | -6.2% | +2.3% | -8.5% | -6.9% |
| 30D | -7.9% | -14.8% | +6.9% | -4.3% |
| 3M | -10.2% | -15.6% | +5.4% | -8.1% |
| 6M | +2.7% | -8.7% | +11.4% | +1.0% |
| YTD | +4.9% | +37.3% | -32.4% | -10.1% |
| 1Y | -3.2% | +80.3% | -83.5% | -25.6% |
| 3Y | -17.0% | +177.9% | -194.9% | -48.3% |
| All | -23.1% | +232.6% | -255.6% | -57.4% |
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