+191.1%
AEIS vs PENG
+644.0%
-452.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.0% |
| 7D | -6.9% | -16.1% | +9.2% | -0.8% |
| 30D | -23.2% | -41.5% | +18.3% | -6.9% |
| 3M | -29.5% | -19.1% | -10.4% | -24.8% |
| 6M | -37.9% | +0.9% | -38.8% | -40.5% |
| YTD | +6.0% | +128.2% | -122.2% | -26.3% |
| 1Y | +1.2% | +98.6% | -97.3% | -26.3% |
| 3Y | +150.0% | +188.2% | -38.2% | +50.1% |
| 5Y | +141.9% | +55.5% | +86.4% | +64.0% |
| All | +191.1% | +644.0% | -452.9% | +28.7% |
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 · 6 months rolling