+63.8%
PYPL vs AEIS
+760.1%
-696.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | -0.3% |
| 7D | -1.2% | +9.5% | -10.7% | -4.7% |
| 30D | +6.1% | -17.5% | +23.6% | +11.1% |
| 3M | +1.1% | -29.3% | +30.3% | +10.2% |
| 6M | +32.7% | -34.7% | +67.4% | +42.7% |
| YTD | +2.8% | +10.7% | -7.9% | -13.8% |
| 1Y | -10.8% | +7.4% | -18.2% | -24.4% |
| 3Y | +9.8% | +161.1% | -151.3% | -39.8% |
| 5Y | -70.2% | +150.7% | -220.9% | -83.7% |
| 10Y | +50.1% | +360.8% | -310.8% | -43.5% |
| All | +63.8% | +760.1% | -696.3% | -53.3% |
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