-81.1%
PYPL vs AEP
+68.7%
-149.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.4% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | -9.7% | +0.5% | -10.3% | -9.9% |
| 3M | +29.2% | -0.3% | +29.5% | +29.1% |
| 6M | +13.9% | -3.5% | +17.3% | +14.3% |
| YTD | -8.1% | +11.3% | -19.4% | -11.3% |
| 1Y | -21.4% | +20.2% | -41.6% | -26.2% |
| 3Y | -11.8% | +79.8% | -91.6% | -30.2% |
| 5Y | -81.1% | +65.6% | -146.7% | -83.8% |
| All | -81.1% | +68.7% | -149.8% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling