+51.4%
PYPL vs AEIS
+943.2%
-891.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.9% |
| 7D | +2.7% | +3.0% | -0.3% | +1.6% |
| 30D | -4.9% | -14.6% | +9.8% | 0.0% |
| 3M | +28.9% | -12.4% | +41.3% | +29.2% |
| 6M | +18.2% | -15.0% | +33.2% | +16.9% |
| YTD | -5.0% | +34.3% | -39.3% | -23.3% |
| 1Y | -18.8% | +87.4% | -106.2% | -43.8% |
| 3Y | -12.6% | +139.8% | -152.4% | -48.2% |
| 5Y | -80.8% | +220.7% | -301.5% | -90.1% |
| 10Y | +49.9% | +531.6% | -481.7% | -48.0% |
| All | +51.4% | +943.2% | -891.9% | -58.4% |
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