-81.6%
PYPL vs AEM
+296.4%
-378.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | -4.3% | +3.0% | -7.3% | -4.7% |
| 30D | -11.5% | +12.5% | -24.0% | -12.7% |
| 3M | +26.1% | +26.9% | -0.8% | +22.4% |
| 6M | +13.7% | -9.4% | +23.1% | +14.9% |
| YTD | -9.8% | +20.3% | -30.1% | -12.8% |
| 1Y | -22.1% | +33.8% | -55.8% | -26.3% |
| 3Y | -13.5% | +349.8% | -363.3% | -35.8% |
| 5Y | -81.6% | +301.0% | -382.6% | -86.5% |
| All | -81.6% | +296.4% | -378.0% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling