+8.6%
AEIS vs PENG
+120.5%
-111.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.1% | -2.0% | -7.3% |
| 7D | -12.7% | -20.5% | +7.8% | -3.9% |
| 30D | -28.8% | -20.4% | -8.5% | -22.6% |
| 3M | -38.0% | -16.4% | -21.6% | -34.2% |
| 6M | -45.3% | +49.2% | -94.5% | -51.9% |
| YTD | +1.1% | +147.2% | -146.0% | -29.9% |
| 1Y | +8.6% | +124.7% | -116.1% | -21.2% |
| All | +8.6% | +120.5% | -111.9% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling