-45.4%
AEIS vs PENG
+11.1%
-56.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.4% | -6.3% | +0.2% |
| 7D | -11.3% | -19.4% | +8.2% | -2.5% |
| 30D | -32.6% | -42.4% | +9.8% | -14.7% |
| 3M | -39.2% | -25.6% | -13.5% | -32.2% |
| 6M | -45.4% | +7.3% | -52.6% | -48.4% |
| All | -45.4% | +11.1% | -56.4% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling