-65.3%
AAOX vs PENG
+190.2%
-255.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.9% | +12.1% | +12.4% |
| 7D | +15.2% | +7.8% | +7.4% | +4.0% |
| 30D | -40.3% | -12.2% | -28.1% | -25.6% |
| 3M | -81.2% | -20.6% | -60.5% | -73.2% |
| All | -65.3% | +190.2% | -255.5% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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 · Available span rolling