+150.7%
AEIS vs PENG
+68.7%
+82.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.3% | -5.9% | +0.2% |
| 7D | +9.5% | +1.9% | +7.6% | +7.9% |
| 30D | -17.5% | -37.8% | +20.3% | -1.0% |
| 3M | -29.3% | -14.1% | -15.2% | -26.3% |
| 6M | -34.7% | +13.1% | -47.8% | -40.8% |
| YTD | +10.7% | +151.8% | -141.1% | -29.2% |
| 1Y | +7.4% | +136.0% | -128.6% | -29.7% |
| 3Y | +161.1% | +217.9% | -56.8% | +40.0% |
| 5Y | +150.7% | +64.1% | +86.6% | +52.8% |
| All | +150.7% | +68.7% | +82.0% | +52.8% |
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