+146.5%
AEIS vs PENG
+56.5%
+90.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -1.7% |
| 7D | +11.5% | +13.2% | -1.7% | +5.9% |
| 30D | -15.8% | -29.9% | +14.2% | -3.3% |
| 3M | -33.3% | -22.2% | -11.1% | -27.6% |
| 6M | -35.2% | -1.9% | -33.3% | -37.7% |
| YTD | +5.0% | +142.1% | -137.1% | -31.7% |
| 1Y | +8.5% | +151.5% | -143.0% | -30.7% |
| 3Y | +152.9% | +206.9% | -54.0% | +37.6% |
| All | +146.5% | +56.5% | +90.0% | +49.7% |
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 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