+63.8%
PYPL vs AEP
+257.4%
-193.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | +6.1% | +4.8% | +1.3% | +4.6% |
| 3M | +1.1% | +5.4% | -4.3% | -0.6% |
| 6M | +32.7% | +0.4% | +32.4% | +32.2% |
| YTD | +2.8% | +15.5% | -12.7% | -2.8% |
| 1Y | -10.8% | +8.5% | -19.3% | -13.8% |
| 3Y | +9.8% | +84.6% | -74.8% | -14.1% |
| 5Y | -70.2% | +86.9% | -157.1% | -76.9% |
| 10Y | +50.1% | +205.1% | -155.1% | -1.1% |
| All | +63.8% | +257.4% | -193.6% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling