+111.0%
AEIS vs PENG
+42.1%
+68.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.4% | -6.3% | +1.0% |
| 7D | -11.3% | -19.4% | +8.2% | -3.6% |
| 30D | -32.6% | -42.4% | +9.8% | -16.5% |
| 3M | -39.2% | -25.6% | -13.5% | -32.7% |
| 6M | -45.4% | +7.3% | -52.6% | -49.3% |
| YTD | -5.8% | +113.9% | -119.7% | -35.5% |
| 1Y | -10.0% | +93.6% | -103.6% | -36.1% |
| 3Y | +121.2% | +170.2% | -49.1% | +27.2% |
| All | +111.0% | +42.1% | +68.8% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling