+36.1%
PYPL vs AEP
+177.9%
-141.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | -11.5% | +1.5% | -13.0% | -11.9% |
| 3M | +26.1% | -1.7% | +27.8% | +26.6% |
| 6M | +13.7% | -4.0% | +17.7% | +14.5% |
| YTD | -9.8% | +10.6% | -20.4% | -13.5% |
| 1Y | -22.1% | +18.6% | -40.7% | -27.2% |
| 3Y | -13.5% | +78.7% | -92.2% | -31.6% |
| 5Y | -81.6% | +65.1% | -146.7% | -85.1% |
| All | +36.1% | +177.9% | -141.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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