-70.2%
PYPL vs AEIS
+150.6%
-220.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | 0.0% |
| 7D | -1.2% | +9.5% | -10.7% | -4.1% |
| 30D | +6.1% | -17.5% | +23.6% | +10.5% |
| 3M | +1.1% | -29.3% | +30.3% | +9.2% |
| 6M | +32.7% | -34.7% | +67.4% | +41.9% |
| YTD | +2.8% | +10.7% | -7.9% | -16.0% |
| 1Y | -10.8% | +7.4% | -18.2% | -26.2% |
| 3Y | +9.8% | +161.1% | -151.3% | -47.4% |
| 5Y | -70.2% | +150.7% | -220.9% | -86.9% |
| All | -70.2% | +150.6% | -220.8% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling