+1,286.5%
PPL vs AEIS
+1,770.4%
-483.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -0.9% |
| 7D | +0.4% | -11.3% | +11.7% | +1.0% |
| 30D | +5.4% | -32.6% | +38.0% | +7.8% |
| 3M | +4.3% | -39.2% | +43.4% | +7.1% |
| 6M | -1.3% | -45.4% | +44.0% | +1.4% |
| YTD | +4.7% | -5.8% | +10.5% | +3.4% |
| 1Y | +1.3% | -10.0% | +11.2% | +0.3% |
| 3Y | +57.2% | +121.2% | -63.9% | +44.8% |
| 5Y | +48.2% | +110.6% | -62.4% | +35.9% |
| 10Y | +62.7% | +326.6% | -263.9% | +39.4% |
| All | +1,286.5% | +1,770.4% | -483.9% | +1,007.5% |
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 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