+42.2%
AEE vs PENG
+115.2%
-73.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.4% | 0.0% |
| 7D | +0.3% | +4.5% | -4.2% | +0.3% |
| 30D | -2.3% | -7.1% | +4.8% | -2.2% |
| 3M | +0.2% | -27.3% | +27.5% | +0.4% |
| 6M | -4.7% | +169.6% | -174.3% | -7.2% |
| YTD | +8.1% | +164.6% | -156.5% | +5.4% |
| 1Y | +8.5% | +109.5% | -100.9% | +6.2% |
| 3Y | +48.9% | +98.9% | -50.0% | +44.2% |
| All | +42.2% | +115.2% | -73.0% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling