+163.7%
AEE vs PENG
+597.2%
-433.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -0.3% |
| 7D | +2.1% | -19.4% | +21.5% | +2.5% |
| 30D | +11.4% | -42.4% | +53.8% | +12.7% |
| 3M | +5.0% | -25.6% | +30.6% | +5.3% |
| 6M | +4.4% | +7.3% | -2.8% | +2.7% |
| YTD | +15.4% | +113.9% | -98.5% | +10.4% |
| 1Y | +13.8% | +93.6% | -79.8% | +9.2% |
| 3Y | +58.0% | +170.2% | -112.2% | +47.1% |
| 5Y | +52.9% | +44.2% | +8.8% | +43.2% |
| All | +163.7% | +597.2% | -433.5% | +134.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling