+187.9%
AEIS vs PENG
+661.7%
-473.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.3% | +2.1% | +7.8% |
| 7D | +1.0% | -3.8% | +4.8% | +2.3% |
| 30D | -24.0% | -40.1% | +16.1% | -8.7% |
| 3M | -32.5% | -21.8% | -10.7% | -27.1% |
| 6M | -38.6% | +3.3% | -41.9% | -41.6% |
| YTD | +4.8% | +133.6% | -128.8% | -27.8% |
| 1Y | +1.3% | +110.7% | -109.4% | -27.8% |
| 3Y | +159.2% | +204.3% | -45.0% | +52.7% |
| 5Y | +140.8% | +54.4% | +86.4% | +63.5% |
| All | +187.9% | +661.7% | -473.7% | +26.3% |
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 · 6 months rolling