+0.1%
AEIS vs PENG
+108.0%
-107.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +9.3% | +2.1% | +7.3% |
| 7D | +1.0% | -3.8% | +4.8% | +2.4% |
| 30D | -24.0% | -40.1% | +16.1% | -7.5% |
| 3M | -32.5% | -21.8% | -10.7% | -26.8% |
| 6M | -38.6% | +3.3% | -41.9% | -38.9% |
| YTD | +4.8% | +133.6% | -128.8% | -23.3% |
| All | +0.1% | +108.0% | -107.9% | -23.0% |
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