+51.4%
PYPL vs AEM
+781.7%
-730.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | -4.9% | +24.0% | -28.9% | -7.1% |
| 3M | +28.9% | +16.1% | +12.8% | +26.6% |
| 6M | +18.2% | -11.6% | +29.9% | +19.3% |
| YTD | -5.0% | +21.5% | -26.6% | -7.8% |
| 1Y | -18.8% | +39.2% | -58.0% | -22.7% |
| 3Y | -12.6% | +347.4% | -360.0% | -28.6% |
| 5Y | -80.8% | +290.1% | -370.9% | -84.3% |
| 10Y | +49.9% | +357.8% | -307.9% | +19.3% |
| All | +51.4% | +781.7% | -730.3% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling