+63.3%
PYPL vs AEM
+668.5%
-605.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | -6.8% | +6.9% | +0.9% |
| 30D | +5.7% | +0.8% | +4.9% | +5.4% |
| 3M | -1.9% | -0.8% | -1.1% | -2.0% |
| 6M | +31.8% | -8.5% | +40.3% | +32.6% |
| YTD | +2.4% | +5.9% | -3.5% | +0.8% |
| 1Y | -8.2% | +6.6% | -14.9% | -9.9% |
| 3Y | +10.2% | +302.2% | -292.0% | -9.0% |
| 5Y | -71.2% | +250.8% | -322.0% | -76.2% |
| 10Y | +49.6% | +406.1% | -356.5% | +20.8% |
| All | +63.3% | +668.5% | -605.2% | +26.4% |
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 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