+367.7%
PTC vs AEIS
+1,982.0%
-1,614.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +11.3% | -10.9% | -2.5% |
| 7D | +0.8% | +1.0% | -0.2% | -0.3% |
| 30D | +0.7% | -24.0% | +24.8% | +6.6% |
| 3M | +32.6% | -32.5% | +65.1% | +42.8% |
| 6M | +33.6% | -38.6% | +72.1% | +42.2% |
| YTD | +12.4% | +4.8% | +7.6% | +0.9% |
| 1Y | +11.2% | +1.3% | +9.9% | +0.5% |
| 3Y | +31.7% | +159.2% | -127.5% | -11.4% |
| 5Y | +60.1% | +140.8% | -80.7% | +8.6% |
| 10Y | +317.2% | +349.8% | -32.6% | +124.3% |
| All | +367.7% | +1,982.0% | -1,614.2% | +36.2% |
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 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