+946.9%
PPG vs AEIS
+2,610.7%
-1,663.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -3.7% | +6.5% | -10.2% | -4.7% |
| 30D | -7.2% | -9.2% | +2.0% | -6.1% |
| 3M | -7.3% | -8.3% | +1.0% | -7.2% |
| 6M | +0.3% | -6.3% | +6.6% | -0.4% |
| YTD | +6.5% | +36.5% | -30.0% | -0.4% |
| 1Y | +0.5% | +84.8% | -84.2% | -10.8% |
| 3Y | -15.3% | +176.6% | -191.9% | -30.4% |
| 5Y | -22.9% | +237.1% | -260.0% | -38.9% |
| 10Y | +28.4% | +554.7% | -526.3% | -11.1% |
| All | +946.9% | +2,610.7% | -1,663.7% | +444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling