-17.9%
PYPL vs AEP
+17.4%
-35.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.0% |
| 7D | -5.9% | -1.0% | -5.0% | -6.1% |
| 30D | -9.4% | -0.1% | -9.3% | -9.4% |
| 3M | +31.3% | -3.2% | +34.5% | +30.4% |
| 6M | +19.1% | -5.3% | +24.4% | +17.4% |
| YTD | -7.9% | +9.5% | -17.4% | -4.3% |
| 1Y | -17.9% | +17.5% | -35.4% | -15.3% |
| All | -17.9% | +17.4% | -35.3% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling