+54.0%
PPL vs AEIS
+546.3%
-492.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | +1.8% | +8.1% | -6.4% | +0.8% |
| 30D | -1.1% | -11.1% | +10.1% | +0.2% |
| 3M | 0.0% | -5.6% | +5.7% | -0.5% |
| 6M | -7.6% | -0.6% | -6.9% | -9.4% |
| YTD | +1.7% | +38.0% | -36.3% | -5.2% |
| 1Y | +1.5% | +87.2% | -85.7% | -10.0% |
| 3Y | +55.3% | +179.7% | -124.4% | +25.6% |
| 5Y | +37.7% | +241.7% | -204.0% | +4.8% |
| 10Y | +54.0% | +547.2% | -493.2% | -8.2% |
| All | +54.0% | +546.3% | -492.3% | -8.2% |
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