+158.7%
AEIS vs PENG
+597.2%
-438.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +12.4% | -6.3% | +1.5% |
| 7D | -11.3% | -19.4% | +8.2% | -4.2% |
| 30D | -32.6% | -42.4% | +9.8% | -17.9% |
| 3M | -39.2% | -25.6% | -13.5% | -33.2% |
| 6M | -45.4% | +7.3% | -52.6% | -48.9% |
| YTD | -5.8% | +113.9% | -119.7% | -33.0% |
| 1Y | -10.0% | +93.6% | -103.6% | -33.9% |
| 3Y | +121.2% | +170.2% | -49.1% | +35.9% |
| 5Y | +110.6% | +44.2% | +66.5% | +46.6% |
| All | +158.7% | +597.2% | -438.5% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling