+39.0%
PYPL vs AEM
+369.2%
-330.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.6% |
| 7D | -5.9% | -5.0% | -0.9% | -5.3% |
| 30D | -9.4% | +8.5% | -17.9% | -10.4% |
| 3M | +31.3% | +29.3% | +2.0% | +26.5% |
| 6M | +19.1% | -12.9% | +32.0% | +20.8% |
| YTD | -7.9% | +16.8% | -24.6% | -10.8% |
| 1Y | -17.9% | +29.8% | -47.7% | -22.1% |
| 3Y | -11.6% | +336.7% | -348.3% | -32.0% |
| 5Y | -81.0% | +299.9% | -381.0% | -85.5% |
| All | +39.0% | +369.2% | -330.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling