+1.6%
PTC vs AEIS
+6.2%
-4.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.1% | +11.7% | -1.1% |
| 7D | +0.1% | -12.7% | +12.8% | -1.7% |
| 30D | +1.5% | -28.8% | +30.4% | -3.5% |
| 3M | +37.8% | -38.0% | +75.8% | +28.8% |
| 6M | +41.2% | -45.3% | +86.5% | +33.7% |
| YTD | +12.0% | +1.1% | +10.9% | +5.0% |
| 1Y | +1.6% | +8.6% | -7.0% | -5.5% |
| All | +1.6% | +6.2% | -4.6% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling