-19.3%
PYPL vs AEM
+32.6%
-51.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | -2.3% | -2.1% | -0.1% | -2.1% |
| 30D | -9.0% | +8.4% | -17.5% | -9.1% |
| 3M | +30.6% | +27.3% | +3.3% | +30.4% |
| 6M | +18.6% | -9.7% | +28.2% | +19.2% |
| YTD | -7.2% | +19.0% | -26.1% | -6.1% |
| 1Y | -19.3% | +31.5% | -50.7% | -16.4% |
| All | -19.3% | +32.6% | -51.8% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling